The asymptotic behavior of the term structure of interest rates
Maximilian Härtel
| Alternative title: | The asymptotic behaviour of the term structure of interest rates |
|---|---|
| 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] |
