[下载]A market model for inflation

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2007-3-7 02:46:00 上传

[下载]A market model for inflation
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作者 N. BELGRADE∗, E. BENHAMOU† & E. KOEHLER

January 2004

三位都是IXIS的

Abstract

The various macro econometrics model for inflation are helpless when it comes to the pricing of inflation
derivatives.To fill this gap, we see how to derive a model on inflation, based on
traded and liquid market instrument.

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关键词：inflation flation market model ATION 下载 model market inflation