An Overview of Interest Rate Theory
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Publisher
Springer Berlin Heidelberg
Link
http://link.springer.com/content/pdf/10.1007/978-3-540-71297-8_27.pdf
Reference27 articles.
1. Björk, T. (2004): Arbitrage Theory in Continuous Time, 2nd ed. Oxford University Press.
2. Björk, T., Kabanov, Y. and Runggaldier, W. (1997): Bond market structure in the presence of a marked point process. Mathematical Finance 7, 211–239.
3. Brace, A., Gatarek, D. and Musiela, M. (1997): The market model of interest rate dynamics. Mathematical Finance 7, 127–154.
4. Brace, A. and Musiela, M. (1994): A multifactor Gauss Markov implementation of Heath, Jarrow, and Morton. Mathematical Finance 4, 259–283.
5. Brigo, D. and Mercurio, F. (2001): Interest Rate Models. Springer.
Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. In memoriam: Tomas Björk (1947–2021);Finance and Stochastics;2023-09-28
2. Interest Rate Models;Springer Finance;2019
3. Calibrating Drift of Short-Rate Models with Jump-Diffusion;SSRN Electronic Journal;2013
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