Part of the Universitext book series (UTX)
Interest Rates and Interest Rate Derivatives
Pricing interest rate derivatives fundamentally depends on the term structure of interest rates.
KeywordsInterest Rate Term Structure Forward Rate Short Rate Swap 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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© Springer-Verlag Berlin Heidelberg 2011