Interest Rate Models: A Review

Christos Ioannidis (), Rong Hui Miao and Julian M. Williams
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Christos Ioannidis: University of Bath

A chapter in Handbook of Financial Engineering, 2008, pp 157-200 from Springer

Keywords: Interest Rate; Term Structure; Yield Curve; Forward Rate; Spot Rate (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/978-0-387-76682-9_6

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