Classical Analysis of Interest Rates

  • Tomas Cipra


Chapter 5 deals with basic theory of interest rates: 5.1. Risk-Free Interest Rate and Real Interest Rate, 5.2. Term Structure of Interest Rates.


Interest Rate Euro Area Risk Premium Term Structure Real Interest Rate 
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Further Reading

  1. Brigham, E.F.: Fundamentals of Financial Management. The Dryden Press, Forth Worth, TX (1992)Google Scholar
  2. Cissell, R., Cissell, H., Flaspohler, D.C.: Mathematics of Finance. Houghton Mifflin, Boston, MA (1982)Google Scholar
  3. Dupacova, J., Hurt, J., Stepan, J.: Stochastic Modeling in Economics and Finance. Kluwer, Dordrecht (2002)MATHGoogle Scholar
  4. McCutcheon, J.J., Scott, W.F.: An Introduction to the Mathematics of Finance. Heinemann, London (1986)Google Scholar
  5. Sears, R.S., Trennepohl, G.L.: Investment Management. The Dryden Press, Forth Worth, TX (1993)Google Scholar
  6. Van Horne, J.C.: Financial Market Rates and Flows. Prentice-Hall, Englewood Cliffs, NJ (1978)Google Scholar

Copyright information

© Springer-Verlag Berlin Heidelberg 2010

Authors and Affiliations

  1. 1.Dept. of Statistics, Faculty of Mathematics and PhysicsCharles University of PraguePragueCzech Republic

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