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Interest rate theory : CIME lectures 1996
Björk, Tomas - 1996
Persistent link: https://www.econbiz.de/10000953741
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Interest rate theory
Björk, Tomas - In: Financial mathematics : held in Bressanone, Italy, July …, (pp. 53-122). 1997
Persistent link: https://www.econbiz.de/10001321238
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A geometric view of interest rate theory
Björk, Tomas - 2000
Persistent link: https://www.econbiz.de/10001599826
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An overview of interest rate theory
Björk, Tomas - In: Handbook of financial time series, (pp. 615-651). 2009
Persistent link: https://www.econbiz.de/10003834191
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A geometric view of interest rate theory
Björk, Tomas - 2000 - Rev. December 21, 2000
The purpose of this essay is to give an overview of some recent workconcerning structural properties of the evolution of the forward rate curve in an arbitrage free bond market. The main problems to be discussed are as follows. 1. When is a given forward rate model consistent with a given family...
Persistent link: https://www.econbiz.de/10009502720
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Topics in interest rate theory
Björk, Tomas - In: Financial engineering, (pp. 377-435). 2008
Persistent link: https://www.econbiz.de/10003567696
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Some control theoretic aspects of interest rate theory
Björk, Tomas; Christensen, Bent Jesper; Gombani, Andrea - 1998
Persistent link: https://www.econbiz.de/10000995463
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Interest rate dynamics and consistent forward rate curves
Björk, Tomas; Christensen, Bent Jesper - In: Mathematical finance : an international journal of … 9 (1999) 3, pp. 323-348
Persistent link: https://www.econbiz.de/10001444264
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Interest rate dynamics and consistent forward rate curves
Björk, Tomas; Christensen, Bent Jesper - 1999
Persistent link: https://www.econbiz.de/10008664852