A Geometric View of the Term Structure of Interest Rates

A Geometric View of the Term Structure of Interest Rates - Publications of the Scuola Normale Superiore

2001st edition

Paperback (01 Oct 2001)

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Publisher's 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.

Book information

ISBN: 9788876422416
Publisher: Scuola Normale Superiore
Imprint: Della Normale
Pub date:
Edition: 2001st edition
Language: English
Number of pages: 68
Weight: 222g
Height: 240mm
Width: 170mm
Spine width: 7mm