Phenomenology of the interest rate curve

Authors: Jean-Philippe Bouchaud ^a; Nicolas Sagna ^a; Rama Cont ^a; Nicole El-Karoui ^a; Marc Potters ^a

Affiliation:

^a Service de Physique de Eacute

tat Condens eacute

Centre d'Etudes de Saclay 91191 Gif-sur-Yvette Cedex, France.

DOI: 10.1080/135048699334546

Publication Frequency: 6 issues per year

Published in: journal

Applied Mathematical Finance, Volume 6, Issue 3 September 1999 , pages 209 - 232

Subjects: Applied Mathematics; Business Mathematics; Finance; Financial Mathematics; Physics;

Number of References: 23

Formats available: PDF (English)

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