Provides physicists and mathematicians researching in finance, and professionals working in the finance industry, with a new perspective on finance.Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.
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.
Inhaltsangabe
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.
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.
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