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Mathematics > Classical Analysis and ODEs

arXiv:2210.02250 (math)
[Submitted on 5 Oct 2022 (v1), last revised 9 Nov 2022 (this version, v2)]

Title:Sincov's and other functional equations and negative interest rates

Authors:Gergely Kiss, Jens Schwaiger
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Abstract:Investigating the future value $F(K,s,t)$ of a capital $K$ invested at date $S$ at date $t$ the "natural" condition $F(K,s,t)\geq K$ has lost its naturality because of the strange fact of negative interest rates. This leads to the task of describing the possible solutions of the multiplicative Sincov equation $f(s,u)=f(s,t)f(t,u)$ for $s\leq t\leq u$, where $f(s,t)=0$ may happen. In this paper we solve this task and discuss connections to the theory of investments.
Comments: 9 pages
Subjects: Classical Analysis and ODEs (math.CA)
MSC classes: 01A55, 39-03, 39B12
Cite as: arXiv:2210.02250 [math.CA]
  (or arXiv:2210.02250v2 [math.CA] for this version)
  https://doi.org/10.48550/arXiv.2210.02250

Submission history

From: Gergely Kiss [view email]
[v1] Wed, 5 Oct 2022 13:26:33 UTC (9 KB)
[v2] Wed, 9 Nov 2022 05:00:18 UTC (9 KB)
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