The asymptotic behavior of the term structure of interest rates
Maximilian Härtel
| Alternative title: | The asymptotic behaviour of the term structure of interest rates |
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| Year of publication: |
2015 ; 1. Auflage
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| Authors: | Härtel, Maximilian |
| Institutions: | Eric Cuvillier <Firma> (publisher) |
| Publisher: |
Göttingen : Cuvillier Verlag |
| Subject: | Heath-Jarrow-Morton model | Flesaker-Hughston model | Zins | Interest rate | Dauer | Duration | Zinsstruktur | Yield curve | Stochastischer Prozess | Stochastic process | Zinsderivat | Interest rate derivative | Theorie | Theory | Zinsfuß | Langfristige Finanzierung | Asymptotik | Lévy-Prozess |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Extent: | xix, 134 Seiten Diagramme |
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| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Dissertation, Ludwig-Maximilians-Universität München, 2015 |
| Notes: | Zusammenfassung in deutscher Sprache |
| ISBN: | 3-7369-9173-8 ; 978-3-7369-9173-6 ; 978-3-7369-8173-7 |
| Classification: | Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011416533