Interest Rates and Coupon Bonds in Quantum Finance

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Interest Rates and Coupon Bonds in Quantum Finance
By Belal E. Baaquie

Publisher:   Cambridge University Press
Number Of Pages:   508
Publication Date:   2009-10-30
ISBN-10 / ASIN:   0521889286
ISBN-13 / EAN:   9780521889285

Product 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 the forward 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.

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关键词：interest Quantum Finance Financ coupon Finance coupon interest Quantum bonds

下载啦，非常感谢楼主！

thanks for sharing this

Interesting. I don't care for the theories, but the book certainly provides some new ideas.

多谢版主，好新的书啊~~~~~下载学习了

quant finance? will see what i means.

下载学习
谢谢楼主的分享

it's appreciated.

Thank 包租婆

谢谢包租婆分享