eprintid: 1332
rev_number: 4
eprint_status: archive
userid: 36
dir: disk0/00/00/13/32
datestamp: 2012-08-10 08:02:12
lastmod: 2012-08-10 08:02:12
status_changed: 2012-08-10 08:02:12
type: book
succeeds: 993
metadata_visibility: show
creators_name: Crimaldi, Irene
creators_id: irene.crimaldi@imtlucca.it
title: Tomas Bjork, A geometric view of the term structure of interest rates, Cattedra Galileiana 2000 (Lecture notes written by Irene Crimaldi)
ispublished: pub
subjects: HA
subjects: HG
subjects: QA
divisions: EIC
full_text_status: none
keywords: Mathematical Finance, Interest rate models, Interest rate dynamics
note: Lecture notes of the course by Prof. T. Bjork (Stockholm School of Economics) at the Scuola Normale Superiore, Pisa ("Cattedra Galileiana", 3-12 April 2000). 
MathSciNet MR2011807 (American Mathematical Society).
Total number of pages: vi+68 pp.
abstract: 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.
date: 2001
date_type: published
series: Pubblicazioni della classe di Scienze della Scuola Normale Superiore (Pisa), collana dei Quaderni/Cattedra Galileiana
publisher: Scuola Normale Superiore di Pisa (finito di stampare per conto della "CompoMat" (Ri) dalla Nuova Grafica 86)
place_of_pub: Pisa
pages: 0
refereed: FALSE
book_title: Quaderni della classe di Scienze
citation:   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)