Interest Rates and Coupon Bonds in Quantum Finance
Title | Interest Rates and Coupon Bonds in Quantum Finance PDF eBook |
Author | Belal E. Baaquie |
Publisher | Cambridge University Press |
Pages | 509 |
Release | 2009-09-17 |
Genre | Science |
ISBN | 1139483552 |
The economic crisis of 2008 has shown that the capital markets need new theoretical and mathematical concepts to describe and price financial instruments. Focusing 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.
Coupon Bonds
Title | Coupon Bonds PDF eBook |
Author | John Townsend Trowbridge |
Publisher | |
Pages | 464 |
Release | 1874 |
Genre | |
ISBN |
Investing in Zero Coupon Bonds
Title | Investing in Zero Coupon Bonds PDF eBook |
Author | Lawrence R. Rosen |
Publisher | Lawrence R Rosen |
Pages | 300 |
Release | 1986 |
Genre | Business & Economics |
ISBN | 9780471847076 |
A book that shows why all zeros are not equal--and how to evaluate a deal before signing on the dotted line.
Coupon Bonds
Title | Coupon Bonds PDF eBook |
Author | John Townsend Trowbridge |
Publisher | |
Pages | 60 |
Release | 1876 |
Genre | History |
ISBN |
Coupon Bonds, and Other Stories
Title | Coupon Bonds, and Other Stories PDF eBook |
Author | |
Publisher | |
Pages | 460 |
Release | 2020-02-18 |
Genre | History |
ISBN | 9780371342312 |
Corporate Bonds
Title | Corporate Bonds PDF eBook |
Author | Richard C. Wilson |
Publisher | John Wiley & Sons |
Pages | 414 |
Release | 1995-02-15 |
Genre | Business & Economics |
ISBN | 9781883249076 |
Corporate Bonds: Structures & Analysis covers every aspect of corporate bonds, including bond structures, credit analysis, and investment strategies. This book discusses state-of-the-art technology for valuing corporate bonds, as well as innovative new products such as step-up notes and range notes. Complete with contributions from today's top financial experts, Corporate Bonds is the definitive reference for this vital market.
Coupon Bonds
Title | Coupon Bonds PDF eBook |
Author | John Townsend Trowbridge |
Publisher | |
Pages | 238 |
Release | 1909 |
Genre | |
ISBN |