Interest Rates and Coupon Bonds in Quantum Finance
Baaquie, Belal E.
Interest Rates and Coupon Bonds in Quantum Finance - Cambridge Cambridge University Press 2010 - 490p
Interest rates and coupon bonds Options and option theory Interest rate and coupon bond options Quantum field theory of bond forward interest rates Libor Market Model of interest rates Empirical analysis of forward interest rates Libor Market Model of interest rate options Numeraires for bond forward interest rates Empirical analysis of interest rate caps Coupon bond European and Asian options Empirical analysis of interest rate swaptions Correlation of coupon bond options Hedging interest rate options Interest rate Hamiltonian and option theory American options for coupon bonds and interest rates Hamiltonian derivation of coupon bond options
9780521889285 0.00
Finance
Interest Rate
Zero Coupon Secruities
332.8 / BAA
Interest Rates and Coupon Bonds in Quantum Finance - Cambridge Cambridge University Press 2010 - 490p
Interest rates and coupon bonds Options and option theory Interest rate and coupon bond options Quantum field theory of bond forward interest rates Libor Market Model of interest rates Empirical analysis of forward interest rates Libor Market Model of interest rate options Numeraires for bond forward interest rates Empirical analysis of interest rate caps Coupon bond European and Asian options Empirical analysis of interest rate swaptions Correlation of coupon bond options Hedging interest rate options Interest rate Hamiltonian and option theory American options for coupon bonds and interest rates Hamiltonian derivation of coupon bond options
9780521889285 0.00
Finance
Interest Rate
Zero Coupon Secruities
332.8 / BAA