http://www.mbrm.com/

bad guess..

Hi Bogie,You can also use the 5Y swapnotes, which seems to be a more natural hedge in your case.(Bloomberg Code for the first contract :T A Comdty)Rgds.

<t>I think you forget the asset swap.From an economical point of view( Fisher), I agree with you. We have the nominal rate, the expected inflation and the the real yield.From a market point of view, we need to take into account the asset swap between the IL Gilts and the swap, as we estimate the for...

Salut,Pour ton info, il est possible de faire le DEA d El Karoui avec un bagage universitaire classique. Sinon as tu cherche du cote des Graduate Program (Goldman, JP,...)?

I worked with that system for 1 year (IRO) . It is pretty powerfull but need a good team of quants. We can compare it to Summit.

Hi,I am looking for references concerning the pricing of Inflation swaps ( HICP and UK RPI)...