Interest Rate Models: A Review

Christos Ioannidis; Rong Hui Miao; Julian Williams

doi:10.1007/978-0-387-76682-9_6

Interest Rate Models: A Review

Christos Ioannidis, Rong Hui Miao, Julian Williams

Business Management

Research output: Chapter in Book/Report/Conference proceeding › Chapter

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	https://doi.org/10.1007/978-0-387-76682-9_6
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

Access to Document

10.1007/978-0-387-76682-9_6

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

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

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