Interest Rate Models: A Review

  • Christos Ioannidis
  • Rong Hui Miao
  • Julian M. Williams
Part of the Springer Optimization and Its Applications book series (SOIA, volume 18)


Interest Rate Term Structure Yield Curve Forward Rate Spot Rate 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer Science+Business Media, LLC 2008

Authors and Affiliations

  • Christos Ioannidis
    • 1
  • Rong Hui Miao
  • Julian M. Williams
  1. 1.School of ManagementUniversity of BathBathUK

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