[下载]Barclays Capital: A Users Guide to Inflation Derivatives

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2007-12-7 08:39:00 上传

[下载]Barclays Capital: A Users Guide to Inflation Derivatives
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Barclays Capital: A User's Guide to Inflation Derivatives

作者：Tim Peat and Ralph Segati

资源类别：报告

资源: 51 Pages PDF 1.45MB

目录:

Preface 3

Inflation swap structures 5

Inflation-linked asset swaps 10

Inflation futures 14

Inflation derivatives and seasonality 18

Forward inflation 21

Real yield derivatives and iSTRIPS 26

Inflation caps and floors 29

Non-linear inflation-linked derivatives 33

Accounting for inflation derivatives 38

The markets 41

US 42

Euro area 44

Other euro inflation markets 47

UK 49

Japan 51

Other inflation derivatives markets 52

资源类别：报告

资源: 51 Pages PDF 1.45MB

目录:

Preface 3

Inflation swap structures 5

Inflation-linked asset swaps 10

Inflation futures 14

Inflation derivatives and seasonality 18

Forward inflation 21

Real yield derivatives and iSTRIPS 26

Inflation caps and floors 29

Non-linear inflation-linked derivatives 33

Accounting for inflation derivatives 38

The markets 41

US 42

Euro area 44

Other euro inflation markets 47

UK 49

Japan 51

Other inflation derivatives markets 52

[此贴子已经被作者于2007-12-10 14:55:26编辑过]

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关键词：derivatives Derivative inflation Barclays Capital derivatives Guide Capital inflation Barclays