Search Results for author: Maximilian Härtel

Found 1 papers, 0 papers with code

The Long-Term Swap Rate and a General Analysis of Long-Term Interest Rates

no code implementations1 Jul 2015 Francesca Biagini, Alessandro Gnoatto, Maximilian Härtel

Furthermore we analyse the relationship between the long-term swap rate, the long-term yield, see Biagini et al. [2018], Biagini and H\"artel [2014], and El Karoui et al. [1997], and the long-term simple rate, considered in Brody and Hughston [2016] as long-term discounting rate.

Cannot find the paper you are looking for? You can Submit a new open access paper.