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Term structure models with parallel and proportional shifts

Armerin, Fredrik; Jensen, Bjarne Astrup; Björk, Tomas - In: Applied mathematical finance 14 (2007) 3, pp. 243-260

Persistent link: https://www.econbiz.de/10003543032

The structure of binomial lattice models for bonds

Jensen, Bjarne Astrup; Aase Nielsen, Jørgen - 1992 - Version 2

Persistent link: https://www.econbiz.de/10000893012

Bond returns and financial index numbers : results from an intertemporal arbitrage free model

Jensen, Bjarne Astrup; Aase Nielsen, Jørgen - 1992

Persistent link: https://www.econbiz.de/10000893022

Energy options in an HJM framework

Lyse Hansen, Thomas (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002507098

Interest rate theory : CIME lectures 1996

Björk, Tomas - 1996

Persistent link: https://www.econbiz.de/10000953741

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

Topics in interest rate theory

Björk, Tomas - In: Financial engineering, (pp. 377-435). 2008

Persistent link: https://www.econbiz.de/10003567696

On the geometry of interest rate models

Björk, Tomas - In: Paris Princeton lectures on mathematical finance 2 (2003), pp. 133-215

Persistent link: https://www.econbiz.de/10009357100

On the geometry of interest rate models

Björk, Tomas (contributor) - 2003 - [Elektronische Ressource]

In this paper, which is a substantial extension of the earlier essay Björk (2001), we give an overview of some recent work on the geometric 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...

Persistent link: https://www.econbiz.de/10001825531

Interest rate theory

Björk, Tomas - In: Financial mathematics : held in Bressanone, Italy, July …, (pp. 53-122). 1997

Persistent link: https://www.econbiz.de/10001321238