Interest rate theory and geometry

Journal article

Peer reviewed

Tomas Björk and Raquel M Gaspar

Portugaliae Mathematica, Vol.67(3), pp.321-367

2010-08-20

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Title: Interest rate theory and geometry
Creators: Tomas Björk - Stockholm School of Economics, Department of Finance
Raquel M Gaspar - School of economics and management (PT)
Publication Details: Portugaliae Mathematica, Vol.67(3), pp.321-367
Publisher: European Mathematical Society
Number of pages: 321-367
Academic Unit: Department of Finance
Language: English
Resource Type: Journal article