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Interest rate theory : CIME lectures 1996
Björk, Tomas - 1996
Persistent link: https://www.econbiz.de/10000953741
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Interest rate theory
Björk, Tomas - In: Financial mathematics : held in Bressanone, Italy, July …, (pp. 53-122). 1997
Persistent link: https://www.econbiz.de/10001321238
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On the geometry of interest rate models
Björk, Tomas (contributor) - 2003 - [Elektronische Ressource]
In this paper, which is a substantial extension of the earlier essay Björk (2001), we give an overview of some recent work on the geometric properties of the evolution of the forward rate curve in an arbitrage free bond market. The main problems to be discussed are as follows. 1. When is a...
Persistent link: https://www.econbiz.de/10001825531
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On the geometry of interest rate models
Björk, Tomas - In: Paris Princeton lectures on mathematical finance 2 (2003), pp. 133-215
Persistent link: https://www.econbiz.de/10009357100
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An overview of interest rate theory
Björk, Tomas - In: Handbook of financial time series, (pp. 615-651). 2009
Persistent link: https://www.econbiz.de/10003834191
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Topics in interest rate theory
Björk, Tomas - In: Financial engineering, (pp. 377-435). 2008
Persistent link: https://www.econbiz.de/10003567696
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Towards a general theory of bond markets
Björk, Tomas; DiMasi, Giovanni; Kabanov, Jurij M.; … - 1996
Persistent link: https://www.econbiz.de/10000955624
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Bond markets where prices are driven by a general marked point process
Björk, Tomas; Kabanov, Jurij M.; Runggaldier, Wolfgang J. - 1995
Persistent link: https://www.econbiz.de/10000928616
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On the term structure of futures and forward prices
Björk, Tomas; Landén, Camilla - 2000
Persistent link: https://www.econbiz.de/10001599825
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Towards a general theory of bond markets
Björk, Tomas (contributor) - In: Finance and stochastics 1 (1997) 2, pp. 141-174
Persistent link: https://www.econbiz.de/10001217942