A geometric view of the term structure of interest rates

出版者:Scuola Normale Superiore

作者:Thomas Bjork

页数:68

出版时间:2007-05-01

价格:$ 28.19

装帧:Paperback

isbn号码:9788876422416

This set of lecture notes is the outcome of a lecture series, given in April 2000 by the author while holding the a oeCattedra Galileianaa 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.