A geometric view of the term structure of interest rates
ISBN:
9788876422416
Auflage:
2001
Verlag:
Edizioni della Normale
Land des Verlags:
Italien
Erscheinungsdatum:
01.10.2001
Reihe:
Publications of the Scuola Normale Superiore
Format:
Softcover
Seitenanzahl:
68
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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.
Schlagwörter
