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Interest rates and coupon bonds in q...

Baaquie, B. E.

Interest rates and coupon bonds in quantum finance /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Interest rates and coupon bonds in quantum finance /Belal E. Baaquie.
作者:	Baaquie, B. E.
出版者:	Cambridge, UK ;Cambridge University Press,2010.
面頁冊數:	xviii, 490 p. :ill. ;26 cm.
標題:	Interest rates.
電子資源:	http://assets.cambridge.org/97805218/89285/cover/9780521889285.jpg
電子資源:	http://www.loc.gov/catdir/enhancements/fy0913/2009024540-b.html
電子資源:	http://www.loc.gov/catdir/enhancements/fy0913/2009024540-d.html
電子資源:	http://www.loc.gov/catdir/enhancements/fy0913/2009024540-t.html
ISBN:	9780521889285 (hbk.) :

Interest rates and coupon bonds in quantum finance /
Baaquie, B. E.

Interest rates and coupon bonds in quantum finance /Belal E. Baaquie. - Cambridge, UK ;Cambridge University Press,2010. - xviii, 490 p. :ill. ;26 cm.

Includes bibliographical references (p. 481-485) and index.

"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"--Provided by publisher.

ISBN: 9780521889285 (hbk.) :NT$2742

LCCN: 2009024540

Nat. Bib. No.: GBA974335bnb

Nat. Bib. Agency Control No.: 015336930UkSubjects--Topical Terms:

183640
Interest rates.

LC Class. No.: HG1621 / .B33 2010

Dewey Class. No.: 332.8

Interest rates and coupon bonds in quantum finance /
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003 DLC
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008 120307s2010 enka b 001 0 eng
010 $a 2009024540
015 $a GBA974335 $2 bnb
016 7 $a 015336930 $2 Uk
020 $a 9780521889285 (hbk.) : $c NT$2742
020 $a 0521889286 (hbk.)
035 $a (OCoLC)ocn286434852
035 $a 2009024540
040 $a DLC $c DLC $d BTCTA $d YDXCP $d UKM $d BWKUK $d BWK $d DLC
050 0 0 $a HG1621 $b .B33 2010
082 0 0 $a 332.8 $2 22
100 1 $a Baaquie, B. E. $q (Belal E.) $3 544928
245 1 0 $a Interest rates and coupon bonds in quantum finance / $c Belal E. Baaquie.
260 $a Cambridge, UK ; $a New York : $b Cambridge University Press, $c 2010.
300 $a xviii, 490 p. : $b ill. ; $c 26 cm.
504 $a Includes bibliographical references (p. 481-485) and index.
520 $a "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"--Provided by publisher.
650 0 $a Interest rates. $3 183640
650 0 $a Zero coupon securities. $3 544929
650 0 $a Finance. $3 183252
856 4 2 $3 Cover image $u http://assets.cambridge.org/97805218/89285/cover/9780521889285.jpg
856 4 2 $3 Contributor biographical information $u http://www.loc.gov/catdir/enhancements/fy0913/2009024540-b.html
856 4 2 $3 Publisher description $u http://www.loc.gov/catdir/enhancements/fy0913/2009024540-d.html
856 4 1 $3 Table of contents only $u http://www.loc.gov/catdir/enhancements/fy0913/2009024540-t.html

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http://assets.cambridge.org/97805218/89285/cover/9780521889285.jpg
http://www.loc.gov/catdir/enhancements/fy0913/2009024540-b.html
http://www.loc.gov/catdir/enhancements/fy0913/2009024540-d.html
http://www.loc.gov/catdir/enhancements/fy0913/2009024540-t.html

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