IDEAS home Printed from https://ideas.repec.org/h/spr/sprchp/978-3-030-15500-1_2.html
   My bibliography  Save this book chapter

The Term Structure of Interest Rates

In: Yield Curves and Forward Curves for Diffusion Models of Short Rates

Author

Listed:
  • Gennady A. Medvedev

    (Belarusian State University)

Abstract

The properties of such characteristics of the term structure of interest rates as yield curvesYield curve and forward curvesForward curve are investigated in the case when an affine model of yield is used. Unlike the known approaches, not only single-factor, but also multifactor modelsMultifactor model are analyzed. In addition, not only short and medium term maturities of assets are considered, but also long terms. At the same time, it is suggested to use the duration of the risk-free rate as a temporary variable. This makes it possible to compare yield curves and forward curves over the entire range of changes in the maturities of assets.

Suggested Citation

  • Gennady A. Medvedev, 2019. "The Term Structure of Interest Rates," Springer Books, in: Yield Curves and Forward Curves for Diffusion Models of Short Rates, chapter 0, pages 19-26, Springer.
    • Handle: RePEc:spr:sprchp:978-3-030-15500-1_2
    DOI: 10.1007/978-3-030-15500-1_2
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    More about this item

    Keywords

    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprchp:978-3-030-15500-1_2. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.