A Theory of the Term Structure of Interest Rates (Cox, Ingersoll, Ross), image 1 of 11 / 1
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A Theory of the Term Structure of Interest Rates (Cox, Ingersoll, Ross)

in Papers I keep rereading by Lina Calderón

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A Theory of the Term Structure of Interest Rates (Cox, Ingersoll, Ross) on “Papers I keep rereading”, a list by Lina Calderón on TheLysts.

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Name
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Topic
Fixed income modeling
Verdict
Dense. Read it twice with a cortadito. Still dense.

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