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Pricing Inflation-Linked Bonds and Hedging Bond Portfolios: A Comparative Analysis Applied to French OAT Indexed Bonds

Béatrice de Séverac 1 José Fonseca 2, 3
1 CEROS - Centre d'Etudes et de Recherches sur les Organisations et la Stratégie
2 CA3 - Computational Intelligence Research Group
CTS - Centre of Technology and Systems, FCT NOVA - Faculdade de Ciências e Tecnologia
3 NOVA - Universidade Nova de Lisboa = NOVA University of Lisboa
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Conference papers
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https://hal-univ-paris10.archives-ouvertes.fr/hal-01639393
Contributor : Administrateur Hal Nanterre <>
Submitted on : Monday, November 20, 2017 - 1:22:42 PM
Last modification on : Thursday, June 4, 2020 - 6:26:03 PM

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  • HAL Id : hal-01639393, version 1

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CEROS | UNIV-PARIS10 | UNIV-PARIS-LUMIERES

Citation

Béatrice de Séverac, José Fonseca. Pricing Inflation-Linked Bonds and Hedging Bond Portfolios: A Comparative Analysis Applied to French OAT Indexed Bonds. The 14th Paris December Finance Meeting EUROFIDAI - AFFI - ESSEC, Dec 2016, Coimbra, Portugal. ⟨hal-01639393⟩

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