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Inflation Derivatives for Pension Funds by elz0rr0 is a document available to read on EtoBox.

This document provides a summary of a graduation thesis on implementing inflation derivatives within pension funds. It includes an abstract that outlines how inflation linked bonds and derivatives allow pension funds to offer real pensions unaffected by inflation. The thesis also develops an objective pricing model for inflation derivatives given the lack of standardized models. It covers topics such as inflation measurement, modeling inflation, different inflation markets, and a detailed methodology for pr

Author

elz0rr0

Language

EN