Zero-Coupon Inflation-Indexed Swap

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1	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 Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-09-12 05:57:28 Interest rates Finance Fixed income analysis Mathematical finance Inflation swap Zero-Coupon Inflation-Indexed Swap Interest rate swap Inflation derivative Covariance Inflation Financial economics Economics