Macroeconomic-Based No-Arbitrage Dynamics for Inflation Securities Valuation
Year of publication: |
2015
|
---|---|
Authors: | Brigo, Damiano |
Other Persons: | Sarais, Gabriele (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Inflation | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (40 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 14, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2417983 [DOI] |
Classification: | E44 - Financial Markets and the Macroeconomy ; E63 - Comparative or Joint Analysis of Fiscal and Monetary Policy; Stabilization ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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