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EQF[removed]: Inflation products and inflation models Peter J¨ackel∗ and Jerome Bonneton† First version: This version: 23rd July 2008
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Document Date: 2011-07-26 17:45:11


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City

Benhamou / Derry / Koehler / Belgrade / D. Mirfendereski / Paris / /

Company

Macmillan Company / John Wiley and Sons / Pricing Treasury Inflation Protected Securities / US Treasury-Inflation Protected Securities / /

Continent

Europe / /

Country

United States / United Kingdom / /

Event

Debt Financing / /

Facility

Institute of Industrial Mathematics / /

Holiday

Assumption / Christmas / /

IndustryTerm

vanilla products / buildings insurance / inflation products / law equal / financial inflation products / exotic products / /

MarketIndex

HICP / Retail Price / Limited Price / Lognormal Inflation / Consumer Price / /

Organization

Bureau of Labor Statistics / Institute of Industrial Mathematics / US Treasury / /

Person

Deacon / Jerome Bonneton / Mike Curran / /

Position

driver / Prime Minister / quantitative analyst / interest rate driver / inflation rate driver / inflation driver / Fisher / Forward / quarterly forward / Inflation forward / Market Model For Inflation / fundamental driver / /

ProvinceOrState

Massachusetts / /

PublishedMedium

Journal of Financial and Quantitative Analysis / Review of Financial Studies / Journal of Financial Economics / /

Technology

simulation / /

SocialTag