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Cover: 9780521889285 | Interest Rates and Coupon Bonds in Quantum Finance | Belal E. Baaquie
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Interest Rates and Coupon Bonds in Quantum Finance
Buch von Belal E. Baaquie
Sprache: Englisch

115,95 €*

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Beschreibung
Provides physicists and mathematicians researching in finance, and professionals working in the finance industry, with a new perspective on finance.
Provides physicists and mathematicians researching in finance, and professionals working in the finance industry, with a new perspective on finance.
Über den Autor
Belal E. Baaquie is Professor of Physics in the Department of Physics at the National University of Singapore. He obtained his BS from Caltech and PhD from Cornell University. His specialization is in quantum field theory, and he has spent the last ten years applying quantum mathematics, and quantum field theory in particular, to quantitative finance. Professor Baaquie is an affiliated researcher with the Risk Management Institute, Singapore, and is a founding Editor of the International Journal of Theoretical and Applied Finance. His pioneering book Quantum Finance has created a new branch of research in theoretical and applied finance.
Inhaltsverzeichnis
1. Synopsis; 2. Interest rates and coupon bonds; 3. Options and option theory; 4. Interest rate and coupon bond options; 5. Quantum field theory of bond forward interest rates; 6. Libor Market Model of interest rates; 7. Empirical analysis of forward interest rates; 8. Libor Market Model of interest rate options; 9. Numeraires for bond forward interest rates; 10. Empirical analysis of interest rate caps; 11. Coupon bond European and Asian options; 12. Empirical analysis of interest rate swaptions; 13. Correlation of coupon bond options; 14. Hedging interest rate options; 15. Interest rate Hamiltonian and option theory; 16. American options for coupon bonds and interest rates; 17. Hamiltonian derivation of coupon bond options; Appendixes; Glossaries; List of symbols; Reference; Index.
Details
Erscheinungsjahr: 2009
Fachbereich: Astronomie
Genre: Physik
Rubrik: Naturwissenschaften & Technik
Thema: Lexika
Medium: Buch
Seiten: 510
ISBN-13: 9780521889285
ISBN-10: 0521889286
Sprache: Englisch
Ausstattung / Beilage: HC gerader Rücken kaschiert
Einband: Gebunden
Autor: Baaquie, Belal E.
Hersteller: Cambridge University Press
Maße: 250 x 175 x 32 mm
Von/Mit: Belal E. Baaquie
Erscheinungsdatum: 17.09.2009
Gewicht: 1,052 kg
preigu-id: 123840718
Über den Autor
Belal E. Baaquie is Professor of Physics in the Department of Physics at the National University of Singapore. He obtained his BS from Caltech and PhD from Cornell University. His specialization is in quantum field theory, and he has spent the last ten years applying quantum mathematics, and quantum field theory in particular, to quantitative finance. Professor Baaquie is an affiliated researcher with the Risk Management Institute, Singapore, and is a founding Editor of the International Journal of Theoretical and Applied Finance. His pioneering book Quantum Finance has created a new branch of research in theoretical and applied finance.
Inhaltsverzeichnis
1. Synopsis; 2. Interest rates and coupon bonds; 3. Options and option theory; 4. Interest rate and coupon bond options; 5. Quantum field theory of bond forward interest rates; 6. Libor Market Model of interest rates; 7. Empirical analysis of forward interest rates; 8. Libor Market Model of interest rate options; 9. Numeraires for bond forward interest rates; 10. Empirical analysis of interest rate caps; 11. Coupon bond European and Asian options; 12. Empirical analysis of interest rate swaptions; 13. Correlation of coupon bond options; 14. Hedging interest rate options; 15. Interest rate Hamiltonian and option theory; 16. American options for coupon bonds and interest rates; 17. Hamiltonian derivation of coupon bond options; Appendixes; Glossaries; List of symbols; Reference; Index.
Details
Erscheinungsjahr: 2009
Fachbereich: Astronomie
Genre: Physik
Rubrik: Naturwissenschaften & Technik
Thema: Lexika
Medium: Buch
Seiten: 510
ISBN-13: 9780521889285
ISBN-10: 0521889286
Sprache: Englisch
Ausstattung / Beilage: HC gerader Rücken kaschiert
Einband: Gebunden
Autor: Baaquie, Belal E.
Hersteller: Cambridge University Press
Maße: 250 x 175 x 32 mm
Von/Mit: Belal E. Baaquie
Erscheinungsdatum: 17.09.2009
Gewicht: 1,052 kg
preigu-id: 123840718
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