Using INFLATION DERIVATIVES in Today's Market

Readings

Click below to obtain pre-course readings.

These documents are for course participants and can only be opened with the appropriate password.

Break-Even Inflation Primer. CME publications (2004)

Nicola Anderson and John Sleath (2001). New Estimates of the UK Real and Nominal Yield Curves. Bank of England working paper

Jarrow & Yildirim (2002). Pricing Treasury Inflation Protected Securities & derivatives using an HJM model

Following the course further readings will be available from LFS library

If you don't already have it, get the reader here: