On the pricing of GDP-linked financial products
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References listed on IDEAS
- Robert T Price, 1997. "The Rationale and Design of Inflation-Indexed Bonds," IMF Working Papers 97/12, International Monetary Fund.
- Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
- Robert Jarrow & Yildiray Yildirim, 2008.
"Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model,"
World Scientific Book Chapters,in: Financial Derivatives Pricing Selected Works of Robert Jarrow, chapter 16, pages 349-370
World Scientific Publishing Co. Pte. Ltd..
- Jarrow, Robert & Yildirim, Yildiray, 2003. "Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 38(02), pages 337-358, June.
Blog mentionsAs found by EconAcademics.org, the blog aggregator for Economics research:
- Guest post: GDP-Linked Bonds (by David Eagle)
by Lars Christensen in The Market Monetarist on 2012-02-22 02:21:01
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Katja Hanewald & Thomas Post & Helmut Gründl, 2011.
"Stochastic Mortality, Macroeconomic Risks and Life Insurer Solvency,"
The Geneva Papers on Risk and Insurance - Issues and Practice,
Palgrave Macmillan;The Geneva Association, vol. 36(3), pages 458-475, July.
- Katja Hanewald & Thomas Post & Helmut GrÃ¼ndl, 2009. "Stochastic Mortality, Macroeconomic Risks, and Life Insurer Solvency," SFB 649 Discussion Papers SFB649DP2009-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Hanewald, Katja & Post, Thomas & Gründl, Helmut, 2011. "Stochastic mortality, macroeconomic risks, and life insurer solvency," ICIR Working Paper Series 01/11, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
- Mark Kamstra & Rpbert J. Shiller, 2008. "The Case for Trills: Giving Canadians and their Pension Funds a Stake in the Wealth of the Nation," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 271, August.
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"The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation,"
Yale School of Management Working Papers
amz2418, Yale School of Management.
- Mark J. Kamstra & Robert J. Shiller, 2009. "The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation," Cowles Foundation Discussion Papers 1717, Cowles Foundation for Research in Economics, Yale University.
- Aurore Burietz & Loredana Ureche - Rangau, 2016. "A modern Dionysus' tale: new evidence on the Greek debt crisis and the related costs," Economics Bulletin, AccessEcon, vol. 36(4), pages 1938-1950.
- Michael Schröder & Friedrich Heinemann & Susanne Kruse & Matthias Meitner, 2007. "Pay high in good times, pay low in bad times," Journal of International Development, John Wiley & Sons, Ltd., vol. 19(5), pages 667-683.
- Guo, Huaying & Liang, Jin, 2016. "An optimal control model for reducing and trading of carbon emissions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 446(C), pages 11-21.
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