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Inflation-Linked Bonds and Derivatives: Investing, hedging and valuation principles for practitioners [Kõva köide]

  • Formaat: Hardback, 129 pages, kõrgus x laius: 240x170 mm, kaal: 358 g, 4 Tables, black and white; 1 Illustrations, color; 76 Illustrations, black and white
  • Sari: The Moorad Choudhry Global Banking Series
  • Ilmumisaeg: 30-Jan-2023
  • Kirjastus: De Gruyter
  • ISBN-10: 3110787377
  • ISBN-13: 9783110787375
Teised raamatud teemal:
  • Formaat: Hardback, 129 pages, kõrgus x laius: 240x170 mm, kaal: 358 g, 4 Tables, black and white; 1 Illustrations, color; 76 Illustrations, black and white
  • Sari: The Moorad Choudhry Global Banking Series
  • Ilmumisaeg: 30-Jan-2023
  • Kirjastus: De Gruyter
  • ISBN-10: 3110787377
  • ISBN-13: 9783110787375
Teised raamatud teemal:

The Moorad Choudhry Global Banking Series
edited by Professor Moorad Choudhry

The Moorad Choudhry Global Banking series is a new collection of books aimed at market practitioners, academics and graduate students in key areas of global banking. It covers core topics such as risk management, corporate governance and strategy, as well as recent developments affecting the future of banking, including digital banking, machine learning, fintech, blockchain and the latest in product development.

The series is designed to be all-encompassing, with titles ranging from technical and specialist areas such as derivatives central clearing to wider areas of social interest such as corporate governance and corporate social responsibility in banking. It aims to present current and future best-practice in all aspects of banking, from the world’s leading writers on this topic. Authors will be experienced and respected practitioners and academics from globally recognised institutions.

The series engages a global perspective on the changing nature of banking. It seeks authors with innovative approaches to the subject or an interest in challenging established conventions. It welcomes both monographs and edited collections that share these aims. We are looking for interesting new book proposals, which might include:

• Individual monographs which allow research ideas to be developed at greater length than might be possible in journal articles

• Edited volumes which draw together multiple contributors from different organisations and institutions around a particular theme

• Technical publications covering specialist topics

• Contributions which offer novel approaches to any aspect of banking.

Series Editor:
If you are interested in submitting a proposal or have any questions, please contact the Series Editor:
[email protected]
Professor Moorad Choudhry
P.O. Box 101 East Horsley KT24 5EU
England
Mobile/WhatsApp +447767624942

Moorad Choudhry about his series at De Gruyter: https://www.youtube.com/watch v=VYFpIjrz8Yo&list=PLfcENNPixVmNtH86X0G6YnYOF9GLh3Tu9&index=3

This book is an up to date and comprehensive, practical explanation of the inflation product market. This book covers all of the extant products from the ground up, informing the reader of their origin, purpose and derivation, and goes into details of their valuation, limitations, and usage.
Jessica James is a senior quantitative researcher at Commerzbank in London, and previously was head of the Quantitative Solutions Group. She joined Commerzbank from Citigroup where she held a number of FX roles, latterly as global head of the Quantitative Investor Solutions Group. Prior to this, she was the head of the Risk Advisory and Currency Overlay Team for Bank One. Before her career in finance, James lectured in physics at Trinity College, Oxford. She holds a BSc in physics from Manchester University and a D. Phil. in atomic and nuclear physics from Oxford University.





Her significant publications include the Handbook of Exchange Rates (Wiley), Interest Rate Modelling (Wiley), and 'Currency Management' (Risk Books). Her latest book FX Option Performance came out in 2015. She has been closely associated with the development of currency as an asset class, being one of the first to create overlay and currency alpha products.





Jessica is a visiting professor both at University College London and at Cass Business School. She is a managing editor for Quantitative Finance. Apart from her financial appointments, she is a fellow of the Institute of Physics and has been a member of their governing body and of their Industry and Business Board.

Christoph Rieger is heading the Rates & Credit Research at Commerzbank. Together with his research teams, he covers the full range of fixed income products, from money markets, government bonds and SSAs to covered bonds, financials and corporates, developing big-picture themes alongside commercial trading and funding strategies.





Prior to this role, Christoph was Head of Rates Strategy at Commerzbank and he worked as senior interest rate strategist at Dresdner Kleinwort with a specific focus on money markets and interest rate derivatives. Before joining Dresdner Kleinwort in 2004, Christoph held various positions in fixed income research, starting in 1998 at Commerzbank as a government bond analyst before moving to London in 2001, where his main focus was on interest rate strategies using derivatives. His academic background is rooted in economics, in which he holds two degrees: an MA from Temple University (Fulbright Scholarship in Philadelphia, PA) and a diploma from the University of Cologne (Germany). Christoph is a member of the ECB Bond Market Contact Group.

Michael Leister is responsible for interest rate strategy at Commerzbank. His research team of four analysts covers the full range of liquid and structured rates products for the major currencies, in cash as well as in derivatives space.

Michael joined Commerzbank London in 2012 with a focus on rates and global inflation markets, after working as Interest Rate Strategist for WestLB in Düsseldorf and London with a focus on government bonds.

He holds a masters degree in economics from the University of Mannheim and has been awarded the CFA charter in 2012. Beyond financial markets he is a frequent participant in city and mountain marathons (PB 2:47).