Term Structure Economics from A to B
本书引导读者构建利率期限结构模型，分析不确定性对利率的影响，并指出预期假设简化模型掩盖了不确定性在利率决定中的重要作用。
The interest rates for bonds of different maturities are related, but the interplay of factors that influence these rates is not easy to tease apart. The author leads the reader through the development of a model of the term structure of interest rates, then works with the model to provide some insights into the interplay of factors, especially the effect of uncertainty on interest rates. His analysis shows how a common simplification known as the expectations hypothesis obscures the significant contribution that uncertainty can make to the determination of interest rates.