Inflation-Linked Bonds and Derivatives: Investing, hedging and valuation principles for practitioners

Inflation rates have reached levels last seen in the 1970s due to the pandemic, stimulus packages, and the energy crisis. Understanding the future evolution of consumer prices is crucial for investors across all asset classes, and Inflation-Linked Bonds and Derivatives provides investors, issuers, and policy makers with the relevant tools to navigate inflation markets.

Format: Hardback
Length: 129 pages
Publication date: 30 January 2023
Publisher: De Gruyter

The pandemic's disruptions in supply chains and consumption patterns, along with stimulus packages and the energy crisis, have caused inflation rates to reach levels not seen since the 1970s. This sudden and significant shift in fortunes has had a profound impact on inflation markets, making it crucial for investors across all asset classes to understand the future trajectory of consumer prices. As central banks adjust their policy responses to anchor inflation expectations, understanding the future evolution of consumer prices has become an essential task for investors.

Inflation-Linked Bonds and Derivatives, a comprehensive resource spanning over 15 years of dedicated coverage of inflation markets, is designed to provide investors, issuers, and policy makers with the essential tools to navigate these complex markets. The book begins with a foundational understanding of consumer price indices, forwards, carry, and trading strategies, and then delves into advanced topics such as seasonality adjustments and the use of inflation options.

Featuring numerous illustrative graphs and tabulated data, this exceptional book is invaluable for traders, corporate treasury departments, fixed income investors, insurance companies, and pension funds executives. It offers a clear and concise explanation of key concepts, making it accessible to a wide range of readers. By leveraging the expertise and insights provided in Inflation-Linked Bonds and Derivatives, investors can make informed decisions and navigate the ever-evolving inflation landscape with confidence.

Weight: 360g
Dimension: 246 x 177 x 18 (mm)
ISBN-13: 9783110787375