Essays on the term structure of interest rates
This volume contains five essays on topics related to interest rate theory.The first essay, Affine Term Structures and Short-Rate Realizations of Forward Rate Models Driven by Jump-Diffusion Processes, examines the problem of determining when a given forward rate model has a short-rate realization,...
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| Format: | Doctoral Thesis |
| Language: | English |
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Handelshögskolan i Stockholm, Finansiell Ekonomi (FI)
2000
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-621 http://nbn-resolving.de/urn:isbn:91-7258-548-X |