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.

A geometric view of the term structure of interest rates

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Paperback / softback by Thomas Bjork

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This set of lecture notes is the outcome of a lecture series, given in April 2000 by the author while... Read more

    Publisher: Birkhauser Verlag AG
    Publication Date: 01/10/2001
    ISBN13: 9788876422416, 978-8876422416
    ISBN10: 8876422412

    Number of Pages: 68

    Non Fiction , Mathematics & Science , Education

    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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