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). Springer Science+Business Media. https://doi.org/10.1007/978-0-387-76682-9_6