Etienne Koehler

CNCE

Senior Quant Analyst

Paris

France

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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
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Citation 13

Abstract:

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