Interest Rates and Coupon Bonds in Quantum Finance (Record no. 67121)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 01388nam a2200205Ia 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 140223b2010 xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780521889285 |
| Terms of availability | 0.00 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.8 |
| Item number | BAA |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Baaquie, Belal E. |
| 245 ## - TITLE STATEMENT | |
| Title | Interest Rates and Coupon Bonds in Quantum Finance |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | Cambridge |
| Name of publisher, distributor, etc. | Cambridge University Press |
| Date of publication, distribution, etc. | 2010 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 490p |
| 500 ## - GENERAL NOTE | |
| General note | 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 |
| 600 ## - SUBJECT ADDED ENTRY--PERSONAL NAME | |
| Personal name | Finance |
| 600 ## - SUBJECT ADDED ENTRY--PERSONAL NAME | |
| Personal name | Interest Rate |
| 600 ## - SUBJECT ADDED ENTRY--PERSONAL NAME | |
| Personal name | Zero Coupon Secruities |
| 890 ## - | |
| -- | UK |
| 891 ## - | |
| -- | Money - Finance {QuickPic} |
| 995 ## - RECOMMENDATION 995 [LOCAL, UNIMARC FRANCE] | |
| -- | BAA |
| -- | 010105 |
| -- | MGT-FIN |
| -- | 2183.00 |
| -- | 0 |
| -- | 049 |
| -- | 104186 |
| -- | 0 |
| -- | 0.00 |
| -- | 2950.00 26% NA - NA |
| -- | 20110108 |
| -- | C |
| -- | 20110118 |
| -- | Himanshu Book Co. |
| -- | General |
No items available.