relation: http://eprints.imtlucca.it/1332/
title: Tomas Bjork, A geometric view of the term structure of interest rates, Cattedra Galileiana 2000 (Lecture notes written by Irene Crimaldi)
creator: Crimaldi, Irene
subject: HA Statistics
subject: HG Finance
subject: QA Mathematics
description: This set of lecture notes 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.
publisher: Scuola Normale Superiore di Pisa (finito di stampare per conto della "CompoMat" (Ri) dalla Nuova Grafica 86)
date: 2001
type: Book
type: NonPeerReviewed
identifier:   Crimaldi, Irene  Tomas Bjork, A geometric view of the term structure of interest rates, Cattedra Galileiana 2000 (Lecture notes written by Irene Crimaldi).    Pubblicazioni della classe di Scienze della Scuola Normale Superiore (Pisa), collana dei Quaderni/Cattedra Galileiana .  Scuola Normale Superiore di Pisa (finito di stampare per conto della "CompoMat" (Ri) dalla Nuova Grafica 86), Pisa.       (2001)