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Inflation-Linked Bonds and Derivatives
book

Inflation-Linked Bonds and Derivatives

by Jessica James, Michael Leister, Christoph Rieger
January 2023
Intermediate to advanced
129 pages
3h 35m
English
De Gruyter
Content preview from Inflation-Linked Bonds and Derivatives

Index

    • asset swap spreads
    • break-even
    • break-even box trades
    • break-even inflation
    • break-even rate
    • break-even trade
    • Canadian model
    • carry
    • carry contribution
    • consumer price index
    • Covid-19
    • CPI curve
    • deflation expectations
    • deflation floor
    • ECB projections
    • flattener
    • forward inflation rate
    • forward price
    • forward spread
    • forward yield
    • French CPI
    • Harmonised Index of Consumer Prices
    • Harmonised Index of Consumer Prices ex tobacco
    • HICP
    • HICPx
    • house prices
    • implicit rebasing keys
    • index ratio
    • inflation accrual
    • inflation curve
    • inflation expectations
    • inflation forecast
    • inflation index
    • Inflation Linked Bond
    • inflation options
    • inflation risk premium
    • inflation swap
    • inflation swap rate
    • Institut national de la statistique et des etude ...
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Publisher Resources

ISBN: 9783110787474