Inflation breakeven in the Jarrow and Yildirim model and resulting pricing formulas (Q5746756)
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scientific article; zbMATH DE number 6256470
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inflation breakeven in the Jarrow and Yildirim model and resulting pricing formulas |
scientific article; zbMATH DE number 6256470 |
Statements
Inflation breakeven in the Jarrow and Yildirim model and resulting pricing formulas (English)
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8 February 2014
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inflation-indexed derivatives
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Jarrow-Yildirim model
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implied volatility
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calibration
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inflation risk premium
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