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A geometric view of the term structure of interest rates de Thomas Bjork

A geometric view of the term structure of interest rates: Publications of the Scuola Normale Superiore

Autor Thomas Bjork
en Limba Engleză Paperback – oct 2001
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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Specificații

ISBN-13: 9788876422416
ISBN-10: 8876422412
Pagini: 68
Ilustrații: 68 p.
Dimensiuni: 170 x 240 x 7 mm
Greutate: 0.22 kg
Editura: Scuola Normale Superiore
Colecția Edizioni della Normale
Seria Publications of the Scuola Normale Superiore

Locul publicării:Pisa, Switzerland

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Research