Arxiv
| Presentation Name： | Inflation Derivatives Modeling: Past and Present |
|---|---|
| Presenter： | Professor Lixin Zhang |
| Date： | 2011-03-07 |
| Location： | 光华东主楼1801 |
| Abstract： | We will review the inflation derivatives models and present a new framework that unifies major models in the literature. The new framework reveals several flaws in the current practice, and serves as a platform for developing smile models. |
| Annual Speech Directory： | No.13 |
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