Inflation derivative - PDFSEARCH.IO - Document Search Engine

Inflation derivative
Results: 71

#	Item
61	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
62	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 Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-31 16:39:10 Statistics Inflation swap Inflation derivative Log-normal distribution Covariance Inflation Financial economics Economics
63	MSc_dissertation_Hongyun_Li_Imperial_College.mdi Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-21 09:35:29 Inflation derivative Inflation swap Derivative Real interest rate Yield curve Exchange rate Swap Bond Monetary inflation Economics Inflation Financial economics
64	EQF[removed]: Inflation products and inflation models Peter J¨ackel∗ and Jerome Bonneton† First version: This version: 23rd July 2008 Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:45:11 Finance Inflation derivative Inflation-indexed bond Yield curve Interest rate swap Fisher equation Bond Interest Consumer Price Index Inflation Economics Financial economics
65	DEVELOPMENTAL COURSE ON TREASURY PRODUCTS Program Outline: Basics of Financial Math (1 day) July 12, 2014 Add to Reading List Source URL: www.baiphil.org Language: English - Date: 2014-06-16 03:20:26 Interest rates Interest rate swap Swap Foreign exchange swap Currency swap Bootstrapping Futures contract Inflation derivative Power reverse dual currency note Financial economics Finance Economics
66	BIS Quarterly Review December[removed]International banking and financial market developments Add to Reading List Source URL: www.bis.org Language: English - Date: 2010-12-12 18:05:00 Inflation Finance Monetary policy Government bonds Interest rates Inflation-indexed bond Yield curve Quantitative easing Inflation derivative Economics Macroeconomics Money
67	PDF Document Add to Reading List Source URL: www.mth.kcl.ac.uk Language: English - Date: 2004-11-23 09:20:01 Inflation-indexed bond Real interest rate Bond Interest rate Interest Real versus nominal value Yield curve Fisher equation Consumer Price Index Economics Inflation Inflation derivative
68	PDF Document Add to Reading List Source URL: www.imf.org Language: English - Date: 2007-02-21 17:27:07 Inflation Monetary policy Money Money supply Central bank Government debt Derivative Gross domestic product Bank Economics Macroeconomics Fiscal policy
69	PDF Document Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2012-04-05 11:27:30 Yield curve Interest rate Interest Bond Monetary policy Deflation Financial risk Inflation derivative Retirement Inflation Economics Real interest rate
70	PDF Document Add to Reading List Source URL: bis.org Language: English Inflation Finance Monetary policy Government bonds Interest rates Inflation-indexed bond Yield curve Quantitative easing Inflation derivative Economics Macroeconomics Money