An Overview of Interest Rate Theory

DOI10.1007/978-3-540-71297-8_27zbMath1178.91206OpenAlexW205797767MaRDI QIDQ3646974

Thomas Björk

Publication date: 27 November 2009

Published in: Handbook of Financial Time Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-71297-8_27

zbMATH Keywords

bond marketoption pricingmartingaleinterest rateforward rategeneral pricing formulaLIBOR marketMusiela parametrization

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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