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Book Synopsis
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

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    A Paperback / softback by Thomas Bjork

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

      Description

      Book Synopsis
      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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