Pricing models for inflation linked derivatives in an illiquid market

Recent nancial crises have highlighted the sensitivity and vulnerability of nancial markets to in ation, which reduces the value of money and a ects the net returns of nancial instruments. In response to this, investors who are concerned with maintaining their investment's purchasing pow...

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Bibliographic Details
Main Author: Takadong, Thibaut Zafack
Format: Others
Language:en
Published: 2009
Subjects:
Online Access:http://hdl.handle.net/10539/7260