Chapter 3 Inflation-linked Products and Curves

Chapters in this book

1. Frontmatter I
2. Contents V
3. Foreword VII
4. Introduction IX
5. Chapter 1 Inflation Indices 1
6. Chapter 2 The CPI Linkage, the Concept of Break-even Inflation and the Deflation Floor 16
7. Chapter 3 Inflation-linked Products and Curves 25
8. Chapter 4 Forwards, Carry and Trading Strategies 44
9. Chapter 5 Inflation Expectations, Seasonality and Base Effects 52
10. Chapter 6 Risk Measures and Risk Premia 70
11. Chapter 7 Inflation Options 84
12. Bibliography 103
13. List of Abbreviations 105
14. List of Figures 107
15. List of Tables 111
16. About the Authors 113
17. About the Series Editor 115
18. Index 117