18. The Structure of Interest Rates

  1. Pamela Peterson Drake and
  2. Frank J. Fabozzi

Published Online: 1 DEC 2011

DOI: 10.1002/9781118267790.ch18

The Basics of Finance: An Introduction to Financial Markets, Business Finance, and Portfolio Management

The Basics of Finance: An Introduction to Financial Markets, Business Finance, and Portfolio Management

How to Cite

Drake, P. P. and Fabozzi, F. J. (2010) The Structure of Interest Rates, in The Basics of Finance: An Introduction to Financial Markets, Business Finance, and Portfolio Management, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118267790.ch18

Publication History

  1. Published Online: 1 DEC 2011
  2. Published Print: 7 SEP 2010

ISBN Information

Print ISBN: 9780470609712

Online ISBN: 9781118267790

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Keywords:

  • interest rates;
  • U.S. department of the treasury;
  • benchmark interest rates;
  • rate of inflation;
  • real interest rate

Summary

This chapter contains sections titled:

  • The Base Interest Rate

  • The Term Structure of Interest Rates

  • Term Structure of Interest Rates Theories

  • Swap Rate Yield Curve

  • The Bottom Line

  • Solutions to Try It! problems

  • Questions