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The Asymptotic Behavior of the Term Structure of Interest Rates.
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Göttingen :
Cuvillier Verlag,
2015.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- 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.