The behavior of interest rates :
Roll, Richard.
The behavior of interest rates : an appication of the efficient market model to U.S. treasury bills / - New York : Basic Books Inc. Publishers, c1970. - xviii, 139 p. :ill,
Includes bibliographical references and index.
The purposes of the investigation are to present a formal statement of the efficient market model of security price behavior; to use the theories of term structure of interest rates and efficient market model to derive exact representations of the dynamic behavior of internal rates of return for mono coupon, fixed-maturity bonds; etc
0465005977
Interest rates.
Treasury bills.
332.8 / ROL
The behavior of interest rates : an appication of the efficient market model to U.S. treasury bills / - New York : Basic Books Inc. Publishers, c1970. - xviii, 139 p. :ill,
Includes bibliographical references and index.
The purposes of the investigation are to present a formal statement of the efficient market model of security price behavior; to use the theories of term structure of interest rates and efficient market model to derive exact representations of the dynamic behavior of internal rates of return for mono coupon, fixed-maturity bonds; etc
0465005977
Interest rates.
Treasury bills.
332.8 / ROL