This set of lecture notes (written by Irene Crimaldi) is the outcome of a lecture series, given in April 2000 by Prof. Tomas Bjork 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, Cattedra Galileiana 2000 (Lecture notes written by Irene Crimaldi), pp. vi+68
Crimaldi I
2001-01-01
Abstract
This set of lecture notes (written by Irene Crimaldi) is the outcome of a lecture series, given in April 2000 by Prof. Tomas Bjork 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.File in questo prodotto:
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