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Inflation Recommendation

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ClosetChartist
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Joined: July 17th, 2003, 4:41 pm

Inflation Recommendation

January 25th, 2012, 1:29 pm

Looking for a REFERENCE BOOK on inflation models and pricing inflation-linked securities. Have looked at Brigo-Mercurio. Anything better out there?
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Martinghoul
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Joined: July 18th, 2006, 5:49 am

Inflation Recommendation

January 25th, 2012, 2:08 pm

"Inflation-indexed Securities" by Deacon, Derry & Mirfendereski.
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ClosetChartist
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Joined: July 17th, 2003, 4:41 pm

Inflation Recommendation

January 25th, 2012, 2:49 pm

Will do. Thank you Martinghoul!
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