Original language | English |
---|---|
Title of host publication | Handbook of Financial Engineering |
Editors | Constantin Zopunidis, Michael Doumpos, Panos Pardalos |
Place of Publication | New York, NY, USA |
Publisher | Springer Science+Business Media |
Pages | 157-200 |
Number of pages | 44 |
ISBN (Electronic) | 9780387766829 |
ISBN (Print) | 0387766812 , 9780387766812 |
DOIs | |
Publication status | Published - 19 Aug 2008 |
Publication series
Name | Optimization and its Applications |
---|---|
Publisher | Springer Science+Business Media |
Volume | 18 |
ISSN (Print) | 1931-6828 |
Keywords
- Interest Rate
- Term Structure
- Yield Curve
- Forward Rate
- Spot Rate
Cite this
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 proceeding › Chapter
}
TY - CHAP
T1 - Interest Rate Models
T2 - A Review
AU - Ioannidis, Christos
AU - Miao, Rong Hui
AU - Williams, Julian
PY - 2008/8/19
Y1 - 2008/8/19
KW - Interest Rate
KW - Term Structure
KW - Yield Curve
KW - Forward Rate
KW - Spot Rate
U2 - 10.1007/978-0-387-76682-9_6
DO - 10.1007/978-0-387-76682-9_6
M3 - Chapter
SN - 0387766812
SN - 9780387766812
T3 - Optimization and its Applications
SP - 157
EP - 200
BT - Handbook of Financial Engineering
A2 - Zopunidis, Constantin
A2 - Doumpos, Michael
A2 - Pardalos, Panos
PB - Springer Science+Business Media
CY - New York, NY, USA
ER -