The Asymptotic Behavior of the Term Structure of Interest Rates.

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Bibliographic Details
Online Access: Full Text (via ProQuest)
Main Author: Härtel, Maximilian
Format: eBook
Language:English
Published: Göttingen : Cuvillier Verlag, 2015.
Subjects:

MARC

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245 1 4 |a The Asymptotic Behavior of the Term Structure of Interest Rates. 
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505 0 |a 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. 
504 |a Includes bibliographical references. 
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