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The asymptotic behavior of the term structure of interest rates artwork
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The asymptotic behavior of the term structure of interest rates

Fakultät für Mathematik, Informatik und Statistik - Digitale Hochschulschriften der LMU - Teil 02/02 by Ludwig-Maximilians-Universität München

Dec 8, 20150Education

In this dissertation we investigate long-term interest rates, i.e. interest rates with maturity going to infinity, in the post-crisis interest rate market. Three different concepts of long-term interest rates are conside...