| 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
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 proceeding › Chapter
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
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