A geometric view of the term structure of interest rates
Author:   Thomas Bjork
Publisher:   Birkhauser Verlag AG
Edition:   2001 ed.
ISBN:  

9788876422416


Pages:   68
Publication Date:   01 October 2001
Format:   Paperback
Availability:   Out of stock   Availability explained
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A geometric view of the term structure of interest rates


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Overview

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.

Full Product Details

Author:   Thomas Bjork
Publisher:   Birkhauser Verlag AG
Imprint:   Scuola Normale Superiore
Edition:   2001 ed.
Dimensions:   Width: 17.00cm , Height: 0.70cm , Length: 24.00cm
Weight:   0.222kg
ISBN:  

9788876422416


ISBN 10:   8876422412
Pages:   68
Publication Date:   01 October 2001
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

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