The missing ‘link’
Inflation-Indexed Securities: Bonds, Swaps and Other Derivatives by Mark Deacon, Andrew Derry and Dariush Mirfendereski Wiley Finance, second edition 327 pages, £55 ISBN 0470 868 120
This book, now in its second edition, gives a clear and comprehensive overview of the current state of the index-linked securities market. The three authors all work in the field of bonds (one from the UK’s Debt Management Office, one from a hedge fund and one in index-linked derivatives), thus bringing a wealth of experience and expertise to the text.
The first edition was published in 1998. At that time, the US Treasury Inflation Protected Securities (Tips) market had only recently opened up
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