A geometric view of the term structure of interest rates - Publications of the Scuola Normale Superiore (Paperback)Thomas Bjork (author)
Paperback 68 Pages / Published: 01/10/2001
- We can order this
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.
Publisher: Birkhauser Verlag AG
Number of pages: 68
Weight: 222 g
Dimensions: 240 x 170 x 7 mm
You may also be interested in...
Simply reserve online and pay at the counter when you collect. Available in shop from just two hours, subject to availability.
Thank you for your reservation
Your order is now being processed and we have sent a confirmation email to you at
When will my order be ready to collect?
Following the initial email, you will be contacted by the shop to confirm that your item is available for collection.
Call us on or send us an email at
Unfortunately there has been a problem with your order
Please try again or alternatively you can contact your chosen shop on or send us an email at