Etienne Koehler

CNCE

Senior Quant Analyst

Paris

France

SCHOLARLY PAPERS

1

DOWNLOADS
Rank 10,078

SSRN RANKINGS

Top 10,078

in Total Papers Downloads

5,050

SSRN CITATIONS

0

CROSSREF CITATIONS

7

Scholarly Papers (1)

1.

A Market Model for Inflation

Number of pages: 15 Posted: 17 Aug 2004
Nabyl Belgrade, Eric Benhamou and Etienne Koehler
CDC Ixis Capital Markets, A.I. Square Connect and CNCE
Downloads 5,050 (1,663)
Citation 13

Abstract:

Loading...

Inflation index, forward, zero-coupon, year-on-year, volatility cube, convexity adjustment