Skip to main content
SpringerLink
Log in

A geometric view of the term structure of interest rates

  • Book
  • © 2001

Overview

Authors:
  1. Thomas Bjork
    View author publications

    You can also search for this author in PubMed   Google Scholar

Part of the book series: Publications of the Scuola Normale Superiore (PSNS)

Buy print copy

Keywords

  • arbitrage free bond market

About this book

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.

Bibliographic Information

  • Book Title: A geometric view of the term structure of interest rates

  • Authors: Thomas Bjork

  • Series Title: Publications of the Scuola Normale Superiore

  • Publisher: Edizioni della Normale Pisa

  • Copyright Information: Edizioni della Normale 2001

  • Softcover ISBN: 978-88-7642-241-6Published: 01 October 2001

  • Series ISSN: 2239-1460

  • Series E-ISSN: 2532-1668

  • Edition Number: 1

  • Number of Pages: 68

Publish with us

Policies and ethics

Back to top

Search

Navigation