Show simple item record

dc.contributor.author
Hinnerich, Mia
dc.date.accessioned
2017-06-08T20:18:04Z
dc.date.available
2017-06-08T20:18:04Z
dc.date.issued
2008
dc.identifier.issn
1872-6372
dc.identifier.issn
0378-4266
dc.identifier.other
10.1016/j.jbankfin.2007.04.033
dc.identifier.uri
http://hdl.handle.net/20.500.11850/11509
dc.language.iso
en
dc.publisher
Elsevier
dc.subject
Inflation
dc.subject
Index-linked
dc.subject
Derivatives
dc.subject
Swaps
dc.subject
Swaptions
dc.subject
Analogy
dc.title
Inflation-indexed swaps and swaptions
dc.type
Journal Article
ethz.journal.title
Journal of Banking & Finance
ethz.journal.volume
32
ethz.journal.issue
11
ethz.journal.abbreviated
J. bank. financ.
ethz.pages.start
2293
ethz.pages.end
2306
ethz.notes
Received 23 October 2006, Accepted 13 April 2007, Available online 11 January 2008.
ethz.identifier.nebis
000982136
ethz.publication.place
Amsterdam
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
ethz.date.deposited
2017-06-08T20:18:24Z
ethz.source
ECIT
ethz.identifier.importid
imp59364c053d81024169
ethz.ecitpid
pub:22685
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-13T00:18:25Z
ethz.rosetta.lastUpdated
2022-03-28T08:01:50Z
ethz.rosetta.versionExported
true
ethz.COinS
ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.atitle=Inflation-indexed%20swaps%20and%20swaptions&rft.jtitle=Journal%20of%20Banking%20&%20Finance&rft.date=2008&rft.volume=32&rft.issue=11&rft.spage=2293&rft.epage=2306&rft.issn=1872-6372&0378-4266&rft.au=Hinnerich,%20Mia&rft.genre=article&rft_id=info:doi/10.1016/j.jbankfin.2007.04.033&
 Search print copy at ETH Library

Files in this item

FilesSizeFormatOpen in viewer

There are no files associated with this item.

Publication type

Show simple item record