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A geometric view of the term structure of interest rates (Publications of the Scuola Normale Superiore) - Softcover

Bjork, Thomas

 
9788876422416: A geometric view of the term structure of interest rates (Publications of the Scuola Normale Superiore)
Softcover
ISBN 10: 8876422412 ISBN 13: 9788876422416
Verlag: Edizioni della Normale, 2001

Inhaltsangabe

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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Verlag
Edizioni della Normale
Erscheinungsdatum
2001
Sprache
Englisch
ISBN 10 
8876422412
ISBN 13 
9788876422416
Einband
Taschenbuch
Anzahl der Seiten
68
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