Maximilian Härtel
Broschiertes Buch

The Asymptotic Behavior of the Term Structure of Interest Rates

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Long-term interest rates are essential for the valuation and hedging of various fixed income products and derivatives as well as for the pricing of payments in a distant future, such as long-term infrastructure projects or compensatory adjustments in the course of an accident or a divorce. In the aftermath of the 2008 financial crisis the modeling of interest rate curves with a long time horizon became more and more important due to increased investments in long-term products. Therefore, the study of the asymptotic behavior of the term structure of interest rates has recently achieved new rele...