Inflation derivative

Results: 71



#Item
61Interest rates / Finance / Fixed income analysis / Mathematical finance / Inflation swap / Zero-Coupon Inflation-Indexed Swap / Interest rate swap / Inflation derivative / Covariance / Inflation / Financial economics / Economics

CUTTING EDGE. INFLATION Convexity adjustments in inflation-linked derivatives Dorje Brody, John Crosby and Hongyun Li value several types of inflation-linked derivatives using a

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Source URL: www.john-crosby.co.uk

Language: English - Date: 2008-09-12 05:57:28
62Statistics / Inflation swap / Inflation derivative / Log-normal distribution / Covariance / Inflation / Financial economics / Economics

Convexity adjustments in inflation-linked derivatives with delayed payments Dorje C. Brody∗ , John Crosby† and Hongyun Li∗ ∗ Department of Mathematics, Imperial College London, London SW7 2BZ, UK

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Source URL: www.john-crosby.co.uk

Language: English - Date: 2008-07-31 16:39:10
63Inflation derivative / Inflation swap / Derivative / Real interest rate / Yield curve / Exchange rate / Swap / Bond / Monetary inflation / Economics / Inflation / Financial economics

MSc_dissertation_Hongyun_Li_Imperial_College.mdi

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Source URL: www.john-crosby.co.uk

Language: English - Date: 2008-07-21 09:35:29
64Finance / Inflation derivative / Inflation-indexed bond / Yield curve / Interest rate swap / Fisher equation / Bond / Interest / Consumer Price Index / Inflation / Economics / Financial economics

EQF[removed]: Inflation products and inflation models Peter J¨ackel∗ and Jerome Bonneton† First version: This version: 23rd July 2008

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Source URL: www.pjaeckel.webspace.virginmedia.com

Language: English - Date: 2011-07-26 17:45:11
65Interest rates / Interest rate swap / Swap / Foreign exchange swap / Currency swap / Bootstrapping / Futures contract / Inflation derivative / Power reverse dual currency note / Financial economics / Finance / Economics

DEVELOPMENTAL COURSE ON TREASURY PRODUCTS Program Outline: Basics of Financial Math (1 day) July 12, 2014

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Source URL: www.baiphil.org

Language: English - Date: 2014-06-16 03:20:26
66Inflation / Finance / Monetary policy / Government bonds / Interest rates / Inflation-indexed bond / Yield curve / Quantitative easing / Inflation derivative / Economics / Macroeconomics / Money

BIS Quarterly Review December[removed]International banking and financial market developments

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Source URL: www.bis.org

Language: English - Date: 2010-12-12 18:05:00
67Inflation-indexed bond / Real interest rate / Bond / Interest rate / Interest / Real versus nominal value / Yield curve / Fisher equation / Consumer Price Index / Economics / Inflation / Inflation derivative

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Source URL: www.mth.kcl.ac.uk

Language: English - Date: 2004-11-23 09:20:01
68Inflation / Monetary policy / Money / Money supply / Central bank / Government debt / Derivative / Gross domestic product / Bank / Economics / Macroeconomics / Fiscal policy

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Source URL: www.imf.org

Language: English - Date: 2007-02-21 17:27:07
69Yield curve / Interest rate / Interest / Bond / Monetary policy / Deflation / Financial risk / Inflation derivative / Retirement / Inflation / Economics / Real interest rate

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Source URL: www.federalreserve.gov

Language: English - Date: 2012-04-05 11:27:30
70Inflation / Finance / Monetary policy / Government bonds / Interest rates / Inflation-indexed bond / Yield curve / Quantitative easing / Inflation derivative / Economics / Macroeconomics / Money

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Source URL: bis.org

Language: English
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