I am currently interested in the vega hedging of inflation derivatives. Are there any specific market practices in this field? Furthermore, I would like to know if the liquidity is sufficicent to have cap / floor volatilities data using major data providers (Bloomberg, Reuters ...)

Thank you in advance for your help


Your Answer

By clicking "Post Your Answer", you acknowledge that you have read our updated terms of service, privacy policy and cookie policy, and that your continued use of the website is subject to these policies.

Browse other questions tagged or ask your own question.