Chapter

Bonds and Interest Rates

Tomas Björk

in Arbitrage Theory in Continuous Time

Published in print September 1998 | ISBN: 9780198775188
Published online November 2003 | e-ISBN: 9780191595981 | DOI: http://dx.doi.org/10.1093/0198775180.003.0015
 Bonds and Interest Rates

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In this chapter, the reader is introduced to the basic facts and concepts concerning bond markets.

Keywords: bonds; duration; forward rate; interest‐rate swap; interest rates; LIBOR; term structure; yield

Chapter.  6319 words. 

Subjects: Financial Markets

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