A geometric view of the term structure of interest rates (Paperback)

Name: A geometric view of the term structure of interest rates (Paperback)
Author: Thomas Bjork
ISBN: 9788876422416

Thomas Bjork

Language: English

Published by Birkhauser Verlag AG, Pisa, 2001

8876422412 / 9788876422416

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Paperback. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

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Title: A geometric view of the term structure of interest rates (Paperback)
Author: Thomas Bjork
Publisher: Birkhauser Verlag AG, Pisa
Publication year: 2001
Condition: new
Binding: Paperback
Language: English
ISBN 10: 8876422412
ISBN 13: 9788876422416

Grand Eagle Retail

Bensenville, IL, U.S.A.

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AbeBooks seller since October 12, 2005

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