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TreasuryYield curveInterest rateTerm (time)Valuation (finance)Forward rateInterest rate derivativeEconomicsBondHeath–Jarrow–Morton frameworkEconometricsClass (philosophy)MathematicsMathematical economicsComputer scienceFinancePhysicsArtificial intelligence
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Publication Info
- Year
- 1978
- Type
- article
- Volume
- 6
- Issue
- 1
- Pages
- 59-69
- Citations
- 666
- Access
- Closed
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Cite This
L.Uri Dothan
(1978).
On the term structure of interest rates.
Journal of Financial Economics
, 6
(1)
, 59-69.
https://doi.org/10.1016/0304-405x(78)90020-x
Identifiers
- DOI
- 10.1016/0304-405x(78)90020-x