Pricing inflation-indexed derivatives

Quantitative Finance

Volumn 5, Issue 3, 2005, Pages 289-302

  Mercurio, Fabio ^a  

^a Intesa Sanpaolo SpA   (Italy)

Author keywords

Inflation; Inflation indexed derivatives; Nominal rates; Pricing inflation indexed derivatives

Indexed keywords

EID: 24944497817     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1080/14697680500148851     Document Type: Conference Paper

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