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Image for A geometric view of the term structure of interest rates

A geometric view of the term structure of interest rates

Bjork, Thomas
Part of the Publications of the Scuola Normale Superiore series
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This set of lecture notes is the outcome of a lecture series, given in April 2000 by the author while holding the "Cattedra Galileiana" at Scuola Normale Superiore in Pisa.

The purpose of the lectures was to give an overview of some recent work concerning structural properties of the evolution of the forward rate curve in an arbitrage free bond market.

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Product Details
Scuola Normale Superiore
8876422412 / 9788876422416
Paperback / softback
519
01/10/2001
Italy
68 pages, 68 p.
170 x 240 mm
Professional & Vocational Learn More
PBUD Game theory
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