Publications of the Scuola Normale Superiore

A geometric view of the term structure of interest rates

Authors: Bjork, Thomas

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  • ISBN 978-88-7642-241-6
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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.

Buy this book

Softcover $24.95
price for USA
  • ISBN 978-88-7642-241-6
  • Free shipping for individuals worldwide
  • This title is currently reprinting. You can pre-order your copy now.

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Bibliographic Information

Bibliographic Information
Book Title
A geometric view of the term structure of interest rates
Authors
Series Title
Publications of the Scuola Normale Superiore
Copyright
2001
Publisher
Edizioni della Normale
Copyright Holder
Edizioni della Normale
Softcover ISBN
978-88-7642-241-6
Edition Number
1
Number of Pages
68
Topics