Book contents
- Frontmatter
- Contents
- List of Contributors
- Introduction
- Part one Option Pricing: Theory and Practice
- Part two Interest Rate Modeling
- 7 A Geometric View of Interest Rate Theory
- 8 Towards a Central Interest Rate Model
- 9 Infinite Dimensional Diffusions, Kolmogorov Equations and Interest Rate Models
- 10 Modelling of Forward Libor and Swap Rates
- Part three Risk Management and Hedging
- Part four Utility Maximization
7 - A Geometric View of Interest Rate Theory
from Part two - Interest Rate Modeling
Published online by Cambridge University Press: 29 January 2010
By
Book contents
- Frontmatter
- Contents
- List of Contributors
- Introduction
- Part one Option Pricing: Theory and Practice
- Part two Interest Rate Modeling
- 7 A Geometric View of Interest Rate Theory
- 8 Towards a Central Interest Rate Model
- 9 Infinite Dimensional Diffusions, Kolmogorov Equations and Interest Rate Models
- 10 Modelling of Forward Libor and Swap Rates
- Part three Risk Management and Hedging
- Part four Utility Maximization
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- Information
- Handbooks in Mathematical FinanceOption Pricing, Interest Rates and Risk Management, pp. 241 - 277Publisher: Cambridge University PressPrint publication year: 2001
- 6
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