The inflation pricing conundrum

matthew-lightwood

Inflation has long proved difficult from a pricing and analytics perspective. While their cousins in the more developed bond and interest rate derivatives markets can boast a sophisticated array of models, inflation traders have faced a number of distinctive challenges.

For a start, inflation products possess a variety of unique characteristics that have to be considered, while the market is far less liquid than nominal bonds and interest rate swaps. This means existing interest rate tools

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: