Inflation-indexed swaps and swaptions
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Date
2008Type
- Journal Article
ETH Bibliography
yes
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Publication status
publishedExternal links
Journal / series
Journal of Banking & FinanceVolume
Pages / Article No.
Publisher
ElsevierSubject
Inflation; Index-linked; Derivatives; Swaps; Swaptions; AnalogyOrganisational unit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
Notes
Received 23 October 2006, Accepted 13 April 2007, Available online 11 January 2008.More
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ETH Bibliography
yes
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