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A geometric view of the term structure of interest rates

Publications of the Scuola Normale Superiore

By (author) Thomas Bjork
Format: Paperback
Publisher: Birkhauser Verlag AG, Pisa, Italy
Imprint: Scuola Normale Superiore
Published: 1st Oct 2001
Dimensions: w 146mm h 239mm d 4mm
Weight: 225g
ISBN-10: 8876422412
ISBN-13: 9788876422416
Barcode No: 9788876422416
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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