Publikationen

Dr. Felix Sachse

  • Felix Sachse 
    Term structure shapes in the Hull-White model with Svensson-parameterized initial yield curves.
    arXiv
  • Felix Sachse
    Term Structure Shapes.
    Dissertation, TU Dresden, 2026. SLUB
  • Martin Keller-Ressel und Felix Sachse
    Term structure shapes and their consistent dynamics in the Svensson Family.
    Mathematical Finance, 2026. arXiv
  • Martin Keller-Ressel und Felix Sachse
    State space decomposition and classification of term structure shapes in the two-factor vasicek model.
    International Journal of Theoretical and Applied Finance, 2023. arXiv

Postanschrift

Universität des Saarlandes
Fachrichtung Mathematik
Postfach 15 11 50
66041 Saarbrücken

Besucheranschrift

Universität des Saarlandes
Fachrichtung Mathematik
Campus E2 4
66123 Saarbrücken