### Optimization and Systems Theory Seminar

Friday, February 9, 2001, 11.00-12.00, Room 3721, Lindstedtsv. 25

**Camilla Landén**

Division of Optimization and Systems Theory

Department of Mathematics

KTH

E-mail: camilla@math.kth.se

####
An introduction to arbitrage theory with the focus on problems
related to the term structure of forwards, futures and interest rates

The talk will give a brief introduction to arbitrage theory. As the
theory is presented some problems with its practical application will
be pointed out. Some of these problems are the motivation behind the
papers which can be found in the thesis *On the term structure of
forwards, futures and interest rates*. In that connection we will
review the basic problems treated in this thesis. Thus, the talk will
also serve as a survey of the aforementioned thesis.

Calendar of seminars

*Last update: January 29, 2001 by
Anders Forsgren,
anders.forsgren@math.kth.se.
*