Yosr Khlif

CDC Ixis Capital Markets

56 rue de Lille

75356 Paris Cedex 07

France

SCHOLARLY PAPERS

1

DOWNLOADS

0

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Valuation of Inflation Swap Volatility Under a Market Model and Pricing of Real Yield Options

Posted: 18 Oct 2004
Nabyl Belgrade, Eric Benhamou and Yosr Khlif
CDC Ixis Capital Markets, A.I. Square Connect and CDC Ixis Capital Markets

Abstract:

Loading...

Inflation swaption, year-on-year volatility, implied volatility, correlation, real yield option