Interest rate theory

Author:

Björk Tomas

Publisher

Springer Berlin Heidelberg

Reference49 articles.

1. Artzner, P. & Delbaen, F. (1989) Term structure of interest rates. Advances in Applied Mathematics 10, 95–129.

2. Babbs, S. & Webber, N. (1993) A theory of the term structure with an official short rate. Working paper, University of Warwick.

3. Björk, T. (1995) On the term structure of discontinuous interest rates. Surveys in Industrial and Applied Mathematics 2 No.4, 626–657.

4. Björk, T. & Kabanov, Y. & Runggaldier, W. (1995) Bond market structure in the presence of marked point processes. Submitted to Mathematical Finance.

5. Björk, T. & Di Masi, G.& Kabanov, Y. & Runggaldier, W. (1995) Towards a general theory of bond markets. Finance and Stochastics. To appear.

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