Interest Rates and Coupon Bonds in Quantum Finance

By:

Baaquie, Belal E

Material type: Text

TextPublication details: Cambridge Cambridge University Press 2010Description: 490pISBN:

9780521889285

Subject(s):

DDC classification:

332.8 BAA

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Holdings
Item type	Current library	Item location	Collection	Call number	Status	Date due	Barcode	Item holds
Book	NIMA Knowledge Centre	9th Floor Reading Zone	General	332.8 BAA (Browse shelf(Opens below))	Available		M0027197

Total holds: 0

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

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