Sponsored forum: US inflation derivatives
Big curve flattening bet attributed to Morgan Stanley was reasonable, traders say - one rival exited similar position just in time
The US will be hit by inflation over the next few years as economic factors that have kept rising prices in check start to reverse, and while equities may remain strong in the near term, the long-term outlook is bearish for most asset classes, according...
Negative long-term US inflation outlook means hedging currently underpriced for insurers and pension funds
Current US economic data is masking the cheapness of inflation hedging
House of the year, Americas
Current issuance of inflation-linked bonds is too meagre to meet demand from domestic and international investors, say market participants
Inflation special report
A roundtable on inflation and inflation derivatives hosted by Risk magazine editor Nick Sawyer.
Poor economic prospects and falling commodity prices have changed the face of inflation markets around the world, easing the shortages that constricted them earlier this year.
Hongming Huang and Yildiray Yildirim apply the Jarrow-Yildirim model to derive a closed-form solution for Treasury inflation-protected securities (Tips) futures. With the issuance of inflation-protected bonds and the impact of inflation on financial markets,...