Back to Results
First PageMeta Content
Statistics / 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
Add to Reading List

Document Date: 2008-07-31 16:39:10

Open Document

File Size: 278,26 KB

Share Result on Facebook

City

London / /

Company

X5 / /

Country

United Kingdom / /

Facility

Imperial College / University of Glasgow / /

IndustryTerm

complicated products / /

Organization

Imperial College London / Department of Mathematics / University of Glasgow / Glasgow / /

Person

John Crosby / /

Position

trader / rt / /

Product

Monte Carlo / /

ProvinceOrState

Tennessee / /

Technology

simulation / /

SocialTag