000 | 01388nam a2200205Ia 4500 | ||
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008 | 140223b2010 xxu||||| |||| 00| 0 eng d | ||
020 |
_a9780521889285 _c0.00 |
||
082 |
_a332.8 _bBAA |
||
100 | _aBaaquie, Belal E. | ||
245 | _aInterest Rates and Coupon Bonds in Quantum Finance | ||
260 |
_aCambridge _bCambridge University Press _c2010 |
||
300 | _a490p | ||
500 | _aInterest 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 | _aFinance | ||
600 | _aInterest Rate | ||
600 | _aZero Coupon Secruities | ||
890 | _aUK | ||
891 | _aMoney - Finance {QuickPic} | ||
995 |
_ABAA _B010105 _CMGT-FIN _D2183.00 _E0 _F049 _G104186 _H0 _I0.00 _J2950.00 26% NA - NA _L20110108 _UC _W20110118 _XHimanshu Book Co. _ZGeneral |
||
999 |
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