Interest Rate Models: A Review

Christos Ioannidis, Rong Hui Miao, Julian Williams

Research output: Chapter in Book/Report/Conference proceedingChapter

1 Citation (Scopus)
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

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