Interest Rates and Coupon Bonds in Quantum Finance
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Interest Rates and Coupon Bonds in Quantum Finance
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Interest Rates and Coupon Bonds in Quantum Finance Description:
"The economic crisis of 2008 has shown that the capital markets need new theoretical and mathematical concepts to describe and price financial instruments. Focusing almost exclusively on interest rates and coupon bonds, this book does not employ stochastic calculus - the bedrock of the present day mathematical finance - for any of the derivations. Instead, it analyzes interest rates and coupon bonds using quantum finance. The Heath-Jarrow-Morton and the Libor Market Model are generalized by realizing theforward and Libor interest rates as an imperfectly correlated quantum field. Theoretical models have been calibrated and tested using bond and interest rates market data. Building on the principles formulated in the author's previous book (Quantum Finance, Cambridge University Press, 2004) this ground-breaking book brings together a diverse collection of theoretical and mathematical interest rate models. It will interest physicists and mathematicians researching in finance, and professionals working in the finance industry"--Provided by publisher.
Title: Interest Rates and Coupon Bonds in Quantum Finance
Author: Baaquie, Belal E.
Publisher: Cambridge Univ Pr
Publication Date: 2009/10/31
Number of Pages: 550
Binding Type: HARDCOVER
Interest Rates and Coupon Bonds in Quantum Finance
Case Pack Quantity: 1
Item Name: Interest Rates and Coupon Bonds in Quantum Finance
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Ship Cost: ($ USA)2.13
Interest Rates and Coupon Bonds in Quantum Finance - Status - in-stock
Worlds Largest Network Category: Titles||Science
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PRICE: 108.04
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