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zebbo
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Joined: April 5th, 2005, 7:24 pm

inflation derivatives / inflation modelling

February 9th, 2006, 2:25 pm

Hello!does anyone know good books/articles dealing with the pricing of inflation derivatives (not only swaps!)?many thanks!
 
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macfly
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Joined: March 27th, 2004, 1:53 am

inflation derivatives / inflation modelling

February 9th, 2006, 8:09 pm

Ask Adr G who I believe work on thatOtherwise, I'm still at work ...................
 
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zebbo
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Joined: April 5th, 2005, 7:24 pm

inflation derivatives / inflation modelling

February 10th, 2006, 9:53 am

k - but he worked mainly on OATi i think...