株式会社極東書店トップ商品一覧Inflation-Indexed Securities : Bonds, Swaps and Other Delivatives. 2nd ed.

商品詳細

Inflation-Indexed Securities

Inflation-Indexed Securities : Bonds, Swaps and Other Delivatives. 2nd ed.

・ISBN 978-0-470-86812-6 cloth US$ 161.00

¥37,722.- (税込) (※)価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。

お気に入り

電子版あり 大学・学術機関向け電子ブック(eBook)ISBN 978-1-118-67331-7

著者・編者Deacon, Mark / Derry, A. / Mirfendereski, D.,
シリーズWiley Finance Series
出版社(Wiley, US)
出版年月2004
ページ数327 pp.
言語ENG
ニュース番号<504-650>

解説

The global market for inflation-indexed securities has ballooned in recent years, and this trend is set to continue. This book examines the rationale behind issuance and investment decisions, and details the issues facing anyone who designs indexed securities, illustrating them wherever possible with actual examples from the international capital markets. In particular, an extensive review of indexed debt markets throughout the world is provided - including for the first time, a comprehensive and consistent set of cash flow and price-yield equations for the instruments already in existence in the major bond markets - forming an important reference for those already experienced in the field, as well as practitioners and academics approaching the subject for the first time.

The book also provides unique insight into the development of inflation-indexed derivative products, and the analytical tools required to value such instruments.