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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
OUR PRICE: $23.70  

Binding Type: Paperback
Published: October 2001
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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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