Gibson, Rajna; Lhabitant, Francois-Serge; Talay, Denis - In: Foundations and Trends(R) in Finance 5 (2010) 1–2, pp. 1-156
The last decades have seen the development of a profusion of theoretical models of the term structure of interest rates. The aim of this survey is to provide a comprehensive review of these continuous time modeling techniques of the term structure applicable to value and hedge default-free bonds...
