A Geometric View of the Term Structure of Interest Rates Contributor(s): Bjork, Thomas (Author) |
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ISBN: 8876422412 ISBN-13: 9788876422416 Publisher: Edizioni Della Normale
Binding Type: Paperback Published: October 2001 Click for more in this series: Publications of the Scuola Normale Superiore |
Additional Information |
BISAC Categories: - Mathematics | Game Theory - Mathematics | Probability & Statistics - General |
Dewey: 519 |
Series: Publications of the Scuola Normale Superiore |
Physical Information: 0.28" H x 6.6" W x 9.48" L (0.49 lbs) 68 pages |
Descriptions, Reviews, Etc. |
Publisher Description: 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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