Eksi-Altay, Zehra, Filipovic, Damir. 2012. Pricing and Hedging of Inflation-indexed Bonds in an
Affine Framework. ICACM - International Conference on Applied and Computational Mathematics, Ankara, Türkei, 03.10-06.10.
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Paper presented at an academic conference or symposium |
| Language | English |
| Title | Pricing and Hedging of Inflation-indexed Bonds in an Affine Framework |
| Event | ICACM - International Conference on Applied and Computational Mathematics |
| Year | 2012 |
| Date | 03.10-06.10 |
| Country | Turkey |
| Location | Ankara |
| URL | http://icacm.iam.metu.edu.tr/ocs/index.php/icacm/2012/paper/viewFile/208/205 |
Associations
- People
- Eksi-Altay, Zehra (Details)
- External
- Filipovic, Damir (Switzerland)
- Organization
- Institute for Statistics and Mathematics IN (Details)