Elsevier < Decision Sciences Publications < Handbooks in Operations Research and Management Science < Volume 9: Finance < Chapter 9

FINANCE
Edited by R.A. Jarrow, V. Maksimovic and W.T. Ziemba

CHAPTER 9
Term Structure of Interest Rates and the Pricing of Fixed Income Claims and Bonds
T.A. Marsh

1. Introduction*  

2. Brief overview of asset valuation methods applied to bonds

3. Arbitrage-free restrictions on default-free bond prices

4. Calibrating bond pricing dynamics with the observed term structure

5. Equilibrium models

6. Sources of interest rate uncertainty: how many factors?

7. Summary and discussion

Acknowledgements

References

* The first two pages of the chapters are available as PDF file.

 Complete chapters on ScienceDirect

[Description and order information]

Important links:

• Member Order Form
  
• Proposals for further Handbook Volumes
  

Related Websites:

• Decision Sciences Publications
• Handbooks in Information Systems
• Handbooks in Economics
• Handbooks in Finance

<< back