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My book chapter on the random field formulation for the term structure of interest rates

Dear Colleagues,

I would like to bring to your attention my book chapter of 1997 on the random field formulation for the term structure of interest rates that might be of interest to you:

 

[1]  V.A. Kholodnyi and M.N. Lukic, Random Field Formulation for the Term Structure of Interest Rates, In J.F. Price, Editor, Derivatives and Financial Mathematics, Nova Science Publishers, Inc., Commack, New York, 1997, 139-143.

 

The book chapter is based on my preprint of 1995 of the same title:

 

[2] V.A. Kholodnyi and M.N. Lukic, Random Field Formulation for the Term Structure of Interest Rates, IES Preprint, 1995.

 

For further information about the book chapter please find below the link to my Profile at the ResearchGate: http://www.researchgate.net/profile/Valery_Kholodnyi.


Please let me know if you might have questions or would like further information.

Sincerely,
Valery Kholodnyi

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