Inflation Indexed Securities
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Handbook Of Inflation Indexed Bonds
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Author : John Brynjolfsson
language : en
Publisher: John Wiley & Sons
Release Date : 1999-02-15
Handbook Of Inflation Indexed Bonds written by John Brynjolfsson and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-02-15 with Business & Economics categories.
Handbook of Inflation Indexed Bonds provides complete coverage of inflation protection bonds beginning with their first U.S. issuance in 1997. Five, in-depth sections detail: strategic asset allocation; mechanics, valuation, and risk monitoring; global environment; issuers; and investors.
Inflation Indexed Securities
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Author : Mark Deacon
language : en
Publisher: John Wiley & Sons
Release Date : 2004-04-21
Inflation Indexed Securities written by Mark Deacon and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-04-21 with Business & Economics categories.
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.
Inflation Indexed Securities
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Author : Mark Deacon
language : en
Publisher: Prentice Hall PTR
Release Date : 1998
Inflation Indexed Securities written by Mark Deacon and has been published by Prentice Hall PTR this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with Bond market categories.
The entry of the USA into the index-linked bond market has heightened the demand for more complex information about these instruments. This text aims to help the readers understand securities, the motivation of both issuers and of investors, and how their value compares to one another.
Inflation Linked Bonds And Derivatives
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Author : Jessica James
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2023-01-30
Inflation Linked Bonds And Derivatives written by Jessica James and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-01-30 with Business & Economics categories.
Disruptions in supply chains and consumption patterns triggered by the pandemic together with stimulus packages and the energy crisis have catapulted inflation rates to levels last seen in the 1970s. For inflation markets, it’s hard to understate this sudden and enormous change in fortunes. Understanding the future evolution of consumer prices has become crucial for investors across all asset classes as central banks tailor their policy responses with a view to anchoring inflation expectations. Inflation-Linked Bonds and Derivatives condenses more than 15 years of dedicated coverage of inflation markets. It provides investors, issuers and policy makers with all the relevant tools to navigate inflation markets, starting with the nuts and bolts of consumer price indices, forwards, carry and trading strategies, to advanced topics like seasonality adjustments and the use of inflation options. With its many illustrative graphs and tabulated data, this exceptional book will benefit traders, corporate treasury departments, fixed income investors, insurance companies and pension funds executives.
Treasury Inflation Protected Securities Tips As An Asset Class Implicatons For Asset Allocation
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Author : Alexander Hardt
language : en
Publisher: GRIN Verlag
Release Date : 2014-07-15
Treasury Inflation Protected Securities Tips As An Asset Class Implicatons For Asset Allocation written by Alexander Hardt and has been published by GRIN Verlag this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-07-15 with Business & Economics categories.
Bachelor Thesis from the year 2014 in the subject Business economics - Investment and Finance, grade: 1,0, Texas A&M University (Texas A&M University-Commerce), language: English, abstract: This thesis examines optimized portfolios of three investor types during four different time intervals ranging from 1998 to 2013 to determine if the inclusion of Treasury Inflation-Protected Securities (TIPS) has benefits for institutional investors such as pension plans, university endowments, foundations and sovereign wealth funds. The three investor types used in this study differ in their risk tolerance, with the more risk-averse investor type choosing not to include certain asset classes in his investment portfolio. The efficient frontier algorithm, developed by Prof. Harry Markowitz, is used to determine whether the inclusion of TIPS improves the risk/return profile of the portfolio. Sharpe ratio, developed by Prof. William Sharpe, is used to measure a portfolio’s risk adjusted performance. The study found that the benefits of the inclusion of TIPS in a portfolio vary by time period and investor type. While all investors were able to improve their risk return profile, the more risk-averse investor type benefits to a larger degree from the inclusion of TIPS. Furthermore, a significant increase in the financial efficiency was only observed in the 1998 to 2002 period. Therefore, the researcher concludes that the TIPS market is quite dynamic and investors need to take into account forward-looking information to profit from the inclusion of TIPS in investment portfolios.
The Rationale And Design Of Inflation Indexed Bonds
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Author : Mr.Robert T. Price
language : en
Publisher: International Monetary Fund
Release Date : 1997-01-01
The Rationale And Design Of Inflation Indexed Bonds written by Mr.Robert T. Price and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-01-01 with Business & Economics categories.
A number of industrialized countries have recently offered inflation-indexed bonds. Some members of another group of countries that had earlier adopted more comprehensive indexation in response to high inflation have taken steps to reduce the scope of indexation in their economies. This paper surveys debt management, monetary policy, and welfare arguments on the use of inflation-indexed bonds, and relates these to the experiences of various issuers. The paper also considers some important design features of indexed bonds.
Pricing Treasury Inflation Protected Securities Using Hjm Model
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Author : Yildiray Yildirim
language : en
Publisher:
Release Date : 2001
Pricing Treasury Inflation Protected Securities Using Hjm Model written by Yildiray Yildirim and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with categories.
Inflation Indexing Of Government Securities
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Author : United States. Congress. Joint Economic Committee. Subcommittee on Trade, Productivity, and Economic Growth
language : en
Publisher:
Release Date : 1985
Inflation Indexing Of Government Securities written by United States. Congress. Joint Economic Committee. Subcommittee on Trade, Productivity, and Economic Growth and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985 with Government securities categories.
Inflation Protection Bonds
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Author : John Brynjolfsson
language : en
Publisher: John Wiley & Sons
Release Date : 1997-03-15
Inflation Protection Bonds written by John Brynjolfsson and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-03-15 with Business & Economics categories.
Inflation-protection bonds are specifically designed to hold their value in today’s uncertain economy. If you are unfamiliar with their specific attributes and uses, you may be missing out on one of the most powerful and versatile fixed income products in the marketplace today! In this detailed book, institutional investment officers John Brynolfsson and Anthony Faillace give you the most up-to-date research findings and information available on these uniquely conservative new instruments. This essential guide provides complete details on: How and why IPBs were created, with background information vital for you to ensure the value of your IPB investment; Strategies that you can easily use to profit from IPBs; and the role of IPBs in a global investment strategy. Inflation-Protection Bonds is the first book to explain both the benefits and the risks of one of today’s most intriguing and potentially productive investments. Its specific steps and recommendations will help assure that IPBs become a valuable addition to your investment portfolio.
The Safest Investment There Is
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Author :
language : en
Publisher:
Release Date : 2010
The Safest Investment There Is written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with categories.