M.Sc. Felix Sachse
Scientific employee at the Chair of Stochastic Analysis and Financial Mathematics
Prof. Dr. Martin Keller-Ressel
© TUDMATH
Wissenschaftlicher Mitarbeiter
NameM.Sc. Felix Sachse
Send encrypted email via the SecureMail portal (for TUD external users only).
Visiting address:
Bürogebäude Z21, room 313 Zellescher Weg 25
01217 Dresden
Teaching
Please refer to my German webpage
Publications
- with Martin Keller-Ressel
Term structure shapes and their consistent dynamics in the Svensson Family.
arXiv - with Martin Keller-Ressel
State space decomposition and classification of term structure shapes in the two-factor vasicek model.
International Journal of Theoretical and Applied Finance, 26(04n05), 2350013 (2023).
arXiv
Awards
- Best Paper Award 2023
awarded by the International Journal of Theoretical and Applied Finance
“for extremely interesting results in the framework of the two-factor Vasicek model using the concept of envelopes of curves and their associated winding number, which help to address several questions of practical interest related to the shape of the corresponding yield curves”