Inflation-linked products : a guid for investors and asset & liability managers
著者
書誌事項
Inflation-linked products : a guid for investors and asset & liability managers
Risk Books, c2005
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注記
"Published in association with ABN AMRO."--Cover
Includes bibliographical references and index
内容説明・目次
内容説明
Presents the global phenomenon of inflation-linked products. This title explains the surge of interest in inflation-linked government bonds and the range of securities and derivatives that have been created to meet the demand from investors. It is for product structurers, inflation traders, financial institution treasurers, and others.
目次
- SECTION 1: Understanding and Investing in Inflation-Linked Products 1 An Asset Manager's Approach to Real Yield Management Jorg Warncke and Oliver Letzgus, Union Investment 2 The Benefits of Global Inflation-Indexed Bonds Raymond T. Dalio and Daniel S. Bernstein, Bridgewater Associates, Inc 3 Inflation Flows and Investment Strategies Valdimar Armann and Brice Benaben, ABN AMRO
- Bruno Lambert, CIAL 4 Special Aspects of Japanese Inflation-Linked Bonds Hidesaka Taki, BNPP 5 Inflation-Linked Derivatives: From Theory to Practice Sebastien Goldenberg, ABN AMRO
- Dariush Mirfendereski, UBS 6 Modelling Inflation in Finance Nabyl Belgrade, Universite Pantheon - La Sorbonne, IXIX CIB
- Eric Benhamou, Pricing Partners
- Etienne Koehler, Universite Pantheon - La Sorbonne, Natexis-BP SECTION 2: Asset and Liability Management with Inflation-Linked Products 7 Agence France Tresor's (AFT's) Approach to Inflation-linked Bonds Benoit Coeure and Nicolas Sagnes, AFT 8 Active Liability Management with Inflation Products Stanley Myint, Royal Bank of Scotland 9 The Active Alpha Framework and Inflation-Protected Securities Markus Aakko and Bob Litterman, Goldman, Sachs & Co 10 Quantifying and Hedging Inflation Risk for Pension Funds Stuart Jarvis, Barclays Global Investors
- Alan James, Barclays Capital 11 From Conditional to Full Indexation: A Discussion of Liability Solutions used in the Dutch and UK Pension Funds Theo Kocken and Jeroen van der Hoek, Cardono Risk Management
- Adam Michaels, Lane Clark and Peacock LCP
- David Bieber, ABN AMRO 12 Asset-Liability Management of Inflation Risk for Insurers John Hancock, Swiss Reinsurance Co
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