Sponsored forum: US inflation derivatives
The US will be hit by inflation over the next few years as economic factors that have kept rising prices in check start to reverse, and while equities may remain strong in the near term, the long-te...
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
More Inflation TIPs articles
Current US economic data is masking the cheapness of inflation hedging
Hongming Huang and Yildiray Yildirim apply the Jarrow-Yildirim model to derive a closed-form solution for Treasury inflation-protected securities (Tips) futures. With the issuance of inflation-prote...
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