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

Béatrice de Séverac and José Fonseca
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Béatrice de Séverac: CEROS - Centre d'Etudes et de Recherches sur les Organisations et la Stratégie - UPN - Université Paris Nanterre
José Fonseca: CA3 - Computational Intelligence Research Group - CTS - Centre of Technology and Systems - FCT NOVA - Faculdade de Ciências e Tecnologia = School of Science & Technology - NOVA - Universidade Nova de Lisboa = NOVA University Lisbon - FCT NOVA - Faculdade de Ciências e Tecnologia = School of Science & Technology - NOVA - Universidade Nova de Lisboa = NOVA University Lisbon, NOVA - Universidade Nova de Lisboa = NOVA University Lisbon

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Date: 2016-12-14
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Published in The 14th Paris December Finance Meeting EUROFIDAI - AFFI - ESSEC, Dec 2016, Coimbra, Portugal

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-01639393

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