Inflation markets

This lunch packs an educational punch!

One lunch, four managers, many products. Solomon Teague observes the very different market predictions of a convertible bond researcher, property fund developer, an asset manager and investment committee chairman.

Modelling inflation

Lars Kjaergaard models inflation using a three-factor Gaussian method. This gives a simple description of derivatives linked to inflation and interest rates, and allows for fast evaluation. He then shows how the model can be calibrated

Modelling inflation

Lars Kjaergaard models inflation using a three-factor Gaussian method. This gives a simple description of derivatives linked to inflation and interest rates, and allows for fast evaluation. He then shows how the model can be calibrated

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