Rational Models for Inflation-Linked Derivatives (Q5144182)
From MaRDI portal
scientific article; zbMATH DE number 7296663
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rational Models for Inflation-Linked Derivatives |
scientific article; zbMATH DE number 7296663 |
Statements
Rational Models for Inflation-Linked Derivatives (English)
0 references
15 January 2021
0 references
inflation-linked derivatives
0 references
rational term structure models
0 references
convexity adjustment
0 references
calibration
0 references
pricing kernels
0 references
year-on-year swap
0 references
limited price index
0 references
0 references
0 references
0 references
