Pricing inflation-indexed derivatives (Q5711168)

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scientific article; zbMATH DE number 2237355
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English
Pricing inflation-indexed derivatives
scientific article; zbMATH DE number 2237355

    Statements

    title
    Pricing inflation-indexed derivatives (English)
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    author
    Fabio Mercurio
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    publication date
    9 December 2005
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    zbMATH Keywords
    inflation
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    nominal rates
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    inflation-indexed derivatives
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    pricing inflation-indexed derivatives
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    Identifiers

    zbMATH DE Number
    2237355
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    OpenAlex ID
    W2007546203
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