Inflation-indexed Securities: Bonds, Swaps and Other Derivatives

Note moyenne 3,5
( 2 avis fournis par GoodReads )
 
9780470868126: Inflation-indexed Securities: Bonds, Swaps and Other Derivatives

Book by Deacon Mark Derry Andrew Mirfendereski Dariush

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Biographie de l'auteur :

MARK DEACON has worked as a quantitative analyst at the UK Debt Management Office (DMO) in London since April 1998, having formerly worked at the Bank of England. He is also Deputy Head of the DMO′s External Liaison Unit, as well as having overall responsibility for the DMO web site.
The research carried out by Andrew Derry and Mark on the use of indexed and nominal bond prices to derive estimates of inflation expectations formed the basis of the 1994 book Estimating and Interpreting the Yield Curve (which they co–authored with three others). Mark and Andrew worked together again on the first edition of Inflation–Indexed Securities, which was published in 1998. Mark has written chapters in the Handbook of Inflation Indexed Bonds and in Investment Banking: Theory and Practice.
Mark has an MSc and a BSc in Mathematics from Warwick University and has also studied at the London School of Economics. In 1998 he was awarded Chartered Mathematician status and in 2001 joined the Editorial Board of the Journal of Bond Trading & Management.

ANDREW DERRY works for JWM Pa rtners, a fixed–income relative value hedge fund manager. He is based in London and is part of the team responsible for the funds′ European fixed–income investments, with particular responsibility for managing positions in the UK and other non–EMU countries, a role he has performed since the company′s formation in 1999.
Prior to joining JWM Partners, from 1994 to 1999 Andrew worked for LTCM in London and Tokyo. Previously, from 1991 to 1994 he worked as an analyst in the Quantitative Financial Economics Group at the Bank of England.
Andrew has a BSc in Economics with Computing and Statistics from the University of Bath, and an MSc in Applied Statistics and Operational Research from Birkbeck College, University of London.

DARIUSH MIRFENDERESKI is the senior inflation derivatives trader at Barclays Capital. Based in London, he has been responsible for trading all UK and European inflation swaps and options since 1998. Additionally, he has been closely involved with the Barclays derivatives sales force in promoting client interest and familiarity with inflation–linked derivatives, covering corporate, financial institution, and hedge fund client bases. Dariush has also been leading Barclays′ efforts in developing the new market for US CPI swaps in 2003.
Prior to joining Barclays, Dariush worked from 1993–1996 in San Francisco at EQECAT, a risk consultancy specializing in catastrophe risk assessment for insurance and reinsurance companies, where he was responsible for the modelling of the risk–simulation and insurance pricing models.
Dariush obtained his BSc and MSc degrees from UCL and Imperial College London and subsequently a PhD in engineering at the University of California at Berkeley.

Quatrième de couverture :

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Meilleurs résultats de recherche sur AbeBooks

1.

Deacon, Mark, Derry, Andrew, Mirfenderes
Edité par Wiley (2004)
ISBN 10 : 0470868120 ISBN 13 : 9780470868126
Neuf(s) Couverture rigide Quantité : 2
Vendeur
Murray Media
(North Miami Beach, FL, Etats-Unis)
Evaluation vendeur
[?]

Description du livre Wiley, 2004. Hardcover. État : New. N° de réf. du libraire P110470868120

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 90,40
Autre devise

Ajouter au panier

Frais de port : EUR 2,74
Vers Etats-Unis
Destinations, frais et délais

2.

M. Deacon, Andrew Derry, Dariush Mirfendereski
Edité par John Wiley and Sons Ltd, United Kingdom (2004)
ISBN 10 : 0470868120 ISBN 13 : 9780470868126
Neuf(s) Couverture rigide Quantité : 1
Vendeur
The Book Depository US
(London, Royaume-Uni)
Evaluation vendeur
[?]

Description du livre John Wiley and Sons Ltd, United Kingdom, 2004. Hardback. État : New. 2nd Revised edition. 251 x 173 mm. Language: English . Brand New Book. 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. N° de réf. du libraire AAH9780470868126

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 102,09
Autre devise

Ajouter au panier

Frais de port : Gratuit
De Royaume-Uni vers Etats-Unis
Destinations, frais et délais

3.

M. Deacon, Andrew Derry, Dariush Mirfendereski
Edité par John Wiley and Sons Ltd, United Kingdom (2004)
ISBN 10 : 0470868120 ISBN 13 : 9780470868126
Neuf(s) Couverture rigide Quantité : 1
Vendeur
The Book Depository
(London, Royaume-Uni)
Evaluation vendeur
[?]

Description du livre John Wiley and Sons Ltd, United Kingdom, 2004. Hardback. État : New. 2nd Revised edition. 251 x 173 mm. Language: English . Brand New Book. 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. N° de réf. du libraire AAH9780470868126

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 102,58
Autre devise

Ajouter au panier

Frais de port : Gratuit
De Royaume-Uni vers Etats-Unis
Destinations, frais et délais

4.

Mark Deacon
Edité par John Wiley and#38; Sons (2004)
ISBN 10 : 0470868120 ISBN 13 : 9780470868126
Neuf(s) Quantité : 2
Vendeur
Books2Anywhere
(Fairford, GLOS, Royaume-Uni)
Evaluation vendeur
[?]

Description du livre John Wiley and#38; Sons, 2004. HRD. État : New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. N° de réf. du libraire FW-9780470868126

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 96,69
Autre devise

Ajouter au panier

Frais de port : EUR 10,70
De Royaume-Uni vers Etats-Unis
Destinations, frais et délais

5.

Mark Deacon
Edité par Wiley 2004-01-27, Chichester (2004)
ISBN 10 : 0470868120 ISBN 13 : 9780470868126
Neuf(s) Couverture rigide Quantité : 1
Vendeur
Blackwell's
(Oxford, OX, Royaume-Uni)
Evaluation vendeur
[?]

Description du livre Wiley 2004-01-27, Chichester, 2004. hardback. État : New. N° de réf. du libraire 9780470868126

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 104,04
Autre devise

Ajouter au panier

Frais de port : EUR 5,35
De Royaume-Uni vers Etats-Unis
Destinations, frais et délais

6.

Mark Deacon, Andrew Derry, Dariush Mirfendereski
Edité par Wiley (2004)
ISBN 10 : 0470868120 ISBN 13 : 9780470868126
Neuf(s) Couverture rigide Quantité : 1
Vendeur
Ergodebooks
(RICHMOND, TX, Etats-Unis)
Evaluation vendeur
[?]

Description du livre Wiley, 2004. Hardcover. État : New. 2. N° de réf. du libraire DADAX0470868120

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 129,59
Autre devise

Ajouter au panier

Frais de port : EUR 3,66
Vers Etats-Unis
Destinations, frais et délais

7.

Deacon, Mark; Derry, Andrew; Mirfendereski, Dariush
Edité par Wiley (2004)
ISBN 10 : 0470868120 ISBN 13 : 9780470868126
Neuf(s) Couverture rigide Quantité : 1
Vendeur
Irish Booksellers
(Rumford, ME, Etats-Unis)
Evaluation vendeur
[?]

Description du livre Wiley, 2004. Hardcover. État : New. book. N° de réf. du libraire 0470868120

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 141,75
Autre devise

Ajouter au panier

Frais de port : Gratuit
Vers Etats-Unis
Destinations, frais et délais

8.

MARK DEACON
ISBN 10 : 0470868120 ISBN 13 : 9780470868126
Neuf(s) Couverture rigide Quantité : 1
Vendeur
Herb Tandree Philosophy Books
(Stroud, GLOS, Royaume-Uni)
Evaluation vendeur
[?]

Description du livre 2004. Hardback. État : NEW. 9780470868126 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. N° de réf. du libraire HTANDREE0759269

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 148,12
Autre devise

Ajouter au panier

Frais de port : EUR 9,51
De Royaume-Uni vers Etats-Unis
Destinations, frais et délais