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Financial and Insurance Formulas pp 21–24Cite as

Classical Analysis of Interest Rates

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Abstract

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.

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Further Reading

  • Brigham, E.F.: Fundamentals of Financial Management. The Dryden Press, Forth Worth, TX (1992)

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  • Cissell, R., Cissell, H., Flaspohler, D.C.: Mathematics of Finance. Houghton Mifflin, Boston, MA (1982)

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  • Dupacova, J., Hurt, J., Stepan, J.: Stochastic Modeling in Economics and Finance. Kluwer, Dordrecht (2002)

    MATH  Google Scholar 

  • McCutcheon, J.J., Scott, W.F.: An Introduction to the Mathematics of Finance. Heinemann, London (1986)

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  • Sears, R.S., Trennepohl, G.L.: Investment Management. The Dryden Press, Forth Worth, TX (1993)

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  • Van Horne, J.C.: Financial Market Rates and Flows. Prentice-Hall, Englewood Cliffs, NJ (1978)

    Google Scholar 

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Authors and Affiliations

  1. Dept. of Statistics, Faculty of Mathematics and Physics, Charles University of Prague, Sokolovska 83, 186 75, Prague, Czech Republic

    Tomas Cipra

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  1. Tomas Cipra
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Correspondence to Tomas Cipra .

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Cipra, T. (2010). Classical Analysis of Interest Rates. In: Financial and Insurance Formulas. Physica, Heidelberg. https://doi.org/10.1007/978-3-7908-2593-0_5

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