The Asymptotic Behavior of the Term Structure of Interest Rates.
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| Author / Creator: | Härtel, Maximilian. |
|---|---|
| Imprint: | Göttingen : Cuvillier Verlag, 2015. |
| Description: | 1 online resource (159 pages) |
| Language: | English |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/13540678 |
Table of Contents:
- Zusammenfassung; Abstract; Acknowledgements; Contents; List of Figures; List of Tables; List of Symbols; List of Abbreviations; 1. Introduction; 2. Fixed Income Basis; 3. Long-Term Interest Rates; 4. Asymptotic Behavior of Interest Rates; Appendix; A. Risk Classes; B. Credit Spreads; C. Uniform Convergence on Compacts in Probability; D. Affine Processes on S+; E. Computations to Chapter 2; F. Computations to Chapter 3; G. Computations to Chapter 4; Bibliography.