Interest Rate Models

A Review

Christos Ioannidis, Rong Hui Miao, Julian Williams

Research output: Chapter in Book/Report/Conference proceedingChapter

Original languageEnglish
Title of host publicationHandbook of Financial Engineering
EditorsConstantin Zopunidis, Michael Doumpos, Panos Pardalos
Place of PublicationNew York, NY, USA
PublisherSpringer Science+Business Media
Pages157-200
Number of pages44
ISBN (Electronic)9780387766829
ISBN (Print)0387766812 , 9780387766812
DOIs
Publication statusPublished - 19 Aug 2008

Publication series

NameOptimization and its Applications
PublisherSpringer Science+Business Media
Volume18
ISSN (Print)1931-6828

Keywords

  • Interest Rate
  • Term Structure
  • Yield Curve
  • Forward Rate
  • Spot Rate

Cite this

Ioannidis, C., Miao, R. H., & Williams, J. (2008). Interest Rate Models: A Review. In C. Zopunidis, M. Doumpos, & P. Pardalos (Eds.), Handbook of Financial Engineering (pp. 157-200). (Optimization and its Applications; Vol. 18). New York, NY, USA: Springer Science+Business Media. https://doi.org/10.1007/978-0-387-76682-9_6

Interest Rate Models : A Review. / Ioannidis, Christos; Miao, Rong Hui; Williams, Julian.

Handbook of Financial Engineering. ed. / Constantin Zopunidis; Michael Doumpos; Panos Pardalos. New York, NY, USA : Springer Science+Business Media, 2008. p. 157-200 (Optimization and its Applications; Vol. 18).

Research output: Chapter in Book/Report/Conference proceedingChapter

Ioannidis, C, Miao, RH & Williams, J 2008, Interest Rate Models: A Review. in C Zopunidis, M Doumpos & P Pardalos (eds), Handbook of Financial Engineering. Optimization and its Applications, vol. 18, Springer Science+Business Media, New York, NY, USA, pp. 157-200. https://doi.org/10.1007/978-0-387-76682-9_6
Ioannidis C, Miao RH, Williams J. Interest Rate Models: A Review. In Zopunidis C, Doumpos M, Pardalos P, editors, Handbook of Financial Engineering. New York, NY, USA: Springer Science+Business Media. 2008. p. 157-200. (Optimization and its Applications). https://doi.org/10.1007/978-0-387-76682-9_6
Ioannidis, Christos ; Miao, Rong Hui ; Williams, Julian. / Interest Rate Models : A Review. Handbook of Financial Engineering. editor / Constantin Zopunidis ; Michael Doumpos ; Panos Pardalos. New York, NY, USA : Springer Science+Business Media, 2008. pp. 157-200 (Optimization and its Applications).
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