Standard Article

Affine Models of the Term Structure of Interest Rates

Finance

  1. Nick Webber

Published Online: 15 SEP 2006

DOI: 10.1002/9780470012505.taa014

Encyclopedia of Actuarial Science

Encyclopedia of Actuarial Science

How to Cite

Webber, N. 2006. Affine Models of the Term Structure of Interest Rates. Encyclopedia of Actuarial Science. 1.

Author Information

  1. University of Warwick, Warwick Business School, Coventry, UK

Publication History

  1. Published Online: 15 SEP 2006

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