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Risk Inflation by Eric Benhamou

Pricing Partners attends leading conference on inflation in London.Organized by Risk, this conference gathered leading professionals on inflation derivatives products. Leveraging on previous research works, Eric Benhamou presented his latest thoughts on inflation derivatives modeling and in particular the new generation inflation index model.

Risk Inflation Conference paper

Inflation Derivatives Series, Part 1: Inflation Seasonality

Inflation Derivatices Series, part 2: Inflation Market Model

Inflation Derivatices Series, Part 3: Inflation Index Model