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The Asymptotic Behavior of the Term Structure of Interest Rates.
| Cote: | Libro Electrónico |
|---|---|
| Auteur principal: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Göttingen :
Cuvillier Verlag,
2015.
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| Sujets: | |
| Accès en ligne: | Texto completo |
Table des matières:
- 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.