The Asymptotic Behavior of the Term Structure of Interest Rates.
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| Online Access: |
Full text (MCPHS users only) |
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| Main Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Göttingen :
Cuvillier Verlag,
2015
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| Subjects: | |
| Local Note: | ProQuest Ebook Central |
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.
