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Inflation-indexed securities : bonds, swaps and other derivatives
Deacon, Mark, (2004)
Inflation-Indexed Securities : Bonds, Swaps and Other Derivatives
Real rate swaption and zero coupon inflation index swaption
Kamtchueng, Christian, (2017)
Pricing equity swaps in an economy with jumps
Hinnerich, Mia, (2013)
Derivatives pricing and term structure modeling
Hinnerich, Mia, (2007)
Consistent parallel and proportional shifts in the term structure of futures prices
Hinnerich, Mia, (2015)