Term Structure of Interest Rates: Theory and Empirical Evidence

Handbook of Quantitative Finance and Risk Management, Forthcoming

70 Pages Posted: 14 Oct 2008

See all articles by Hai Lin

Hai Lin

Victoria University of Wellington - School of Economics & Finance

Chunchi Wu

SUNY at Buffalo - School of Management

Date Written: October, 14 2008

Abstract

This article provides a survey on term structure models designed for pricing fixed income securities and their derivatives.

Suggested Citation

Lin, Hai and Wu, Chunchi, Term Structure of Interest Rates: Theory and Empirical Evidence (October, 14 2008). Handbook of Quantitative Finance and Risk Management, Forthcoming, Available at SSRN: https://ssrn.com/abstract=1284420

Hai Lin (Contact Author)

Victoria University of Wellington - School of Economics & Finance ( email )

P.O. Box 600
Wellington 6001
New Zealand

Chunchi Wu

SUNY at Buffalo - School of Management ( email )

Jacobs Management Center
Buffalo, NY 14222
United States

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