• Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
A Geometric View of the Term Structure of Interest Rates

A Geometric View of the Term Structure of Interest Rates

Paperback

Series: Publications of the Scuola Normale Superiore

General MathematicsProbability & Statistics

Currently unavailable to order

ISBN10: 8876422412
ISBN13: 9788876422416
Publisher: Edizioni Della Normale
Published: Oct 1 2001
Pages: 68
Weight: 0.49
Height: 0.28 Width: 6.60 Depth: 9.48
Language: English
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.

Also in

General Mathematics