Rational Models for Inflation-Linked Derivatives (Q5144182): Difference between revisions
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Revision as of 18:59, 5 March 2024
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)
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15 January 2021
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inflation-linked derivatives
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rational term structure models
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convexity adjustment
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calibration
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pricing kernels
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year-on-year swap
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limited price index
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