Exchange Currency

inflation derivatives

A type of derivative that is used to reduce the impact of high inflation.Typically, they are swaps, in which the buyer supplies a premium to the buyer, and the cash flow of one counterparty is connected with a price index while the other counterparty is connected to a floating or fixed cash flow.

Related information about inflation derivatives:
  1. Inflation derivative - Wikipedia, the free encyclopedia
    ISDA Inflation Derivatives Definitions · Hughston; "Inflation Derivatives" · Jarrow & Yildirim; "Pricing Treasury Inflation Protected Securities and Related ...
     
  2. Inflation Derivatives
    Inflation derivatives have been trading for over a decade starting in the UK in the early 1990s. Since 2000, the market for inflation derivatives has seen a rapid ...
     
  3. ISDA Bookstore - ISDA Inflation Derivatives Definitions
    Supplement number 2 to the 2008 ISDA Inflation Derivatives Definitions ( published June 20th, 2012). Supplement 2 to the 2008 ISDA Inflation Derivatives ...
     
  4. Inflation Derivatives Definition | Investopedia
    A subclass of derivative that is used by individuals to mitigate the effects of potentially large levels of inflation. The most common type of inflation derivatives are ...
     
  5. Inflation Derivatives 1 Introduction - King's College London
    The idea is to formulate an approach to the valuation of inflation derivatives that is as close as possible to the methodologies we use for valuing foreign currency ...
     
  6. INVESTMENT INSIGHTS Inflation derivatives - JP Morgan Funds
    INVESTMENT. INSIGHTS. Investment derivative basics. Options, futures, forwards and swaps — all of these investment derivatives have become indispensable ...
     
  7. Inflation-linked derivatives.pdf - QuaRChome
    Sep 8, 2006 ... In this talk we will cover the pricing of inflation derivatives within a correlated. Hull -White model. Here we consider the short interest rate and the ...
     
  8. Inflation derivatives - Derivatives - Risk.net
    The latest Inflation Derivatives articles from Risk.