Inflation markets
UK property derivatives – a focus on residential
Sponsored Statement
Global property index market builds up steam
Sponsored Statement
RBS shifts the inflation derivatives market up a gear
Sponsored Statement
A daily fixing for the inflation swaps market
Sponsored Statement
Grosvenor closes first Japanese property derivatives deal
International property company Grosvenor Group has carried out the first Japanese property derivatives trade based on the IPD Index for Japan, a two-year property total-return swap with the Royal Bank of Scotland.
This lunch packs an educational punch!
One lunch, four managers, many products. Solomon Teague observes the very different market predictions of a convertible bond researcher, property fund developer, an asset manager and investment committee chairman.
Modelling inflation
Lars Kjaergaard models inflation using a three-factor Gaussian method. This gives a simple description of derivatives linked to inflation and interest rates, and allows for fast evaluation. He then shows how the model can be calibrated
Building success in the US
Property
Modelling inflation
Lars Kjaergaard models inflation using a three-factor Gaussian method. This gives a simple description of derivatives linked to inflation and interest rates, and allows for fast evaluation. He then shows how the model can be calibrated
ABN and Grosvenor in first Australian property swap
Grosvenor Group, an international property company, and Dutch bank ABN Amro, announced on May 21 that they have agreed the first Australian property derivatives transaction.
The road to diversity
Nordic risk - Inflation
Korea lights the way
Cover story
Laying the foundations
Property derivatives
The moving market
Property Derivatives
South Africa - Looking to new heights
Inflation
Getting the balance right
Inflation
Going up ... the UK bounces back
UK retail
Looking to new heights
Inflation