Interest Rates and Coupon Bonds in Quantum Finance PDF Download
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Author: Belal E. Baaquie
Publisher: Cambridge University Press
ISBN: 1139483552
Category : Science
Languages : en
Pages : 509
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Book 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 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.
Author: Belal E. Baaquie
Publisher: Cambridge University Press
ISBN: 1139483552
Category : Science
Languages : en
Pages : 509
Get Book Here
Book 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 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.
Author: John Townsend Trowbridge
Publisher:
ISBN:
Category :
Languages : en
Pages : 464
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Book Description
Author: Lawrence R. Rosen
Publisher: Lawrence R Rosen
ISBN: 9780471847076
Category : Business & Economics
Languages : en
Pages : 300
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Book Description
A book that shows why all zeros are not equal--and how to evaluate a deal before signing on the dotted line.
Author: John Townsend Trowbridge
Publisher:
ISBN:
Category : History
Languages : en
Pages : 60
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Book Description
Author:
Publisher:
ISBN: 9780371342312
Category : History
Languages : en
Pages : 460
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Book Description
Author: Richard C. Wilson
Publisher: John Wiley & Sons
ISBN: 9781883249076
Category : Business & Economics
Languages : en
Pages : 414
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Book Description
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.
Author: John Townsend Trowbridge
Publisher:
ISBN:
Category :
Languages : en
Pages : 238
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Book Description
Author: Illinois. Dept. of Insurance
Publisher:
ISBN:
Category : Insurance
Languages : en
Pages : 582
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Book Description
Author: Pennsylvania
Publisher:
ISBN:
Category : Legislative journals
Languages : en
Pages : 1090
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Book Description
Author: Sharon Wright
Publisher: John Wiley & Sons
ISBN: 0471468134
Category : Business & Economics
Languages : en
Pages : 305
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Book Description
Everything you need to know about bonds Bonds are a key component in every portfolio, making it essential that investors understand what exactly they are and how they function. Getting Started in Bonds, Second Edition has been fully updated and revised to take into account the ever-changing bond market as well as the current economic environment. This new edition explains the fundamentals of bonds in clear, easy-to-understand language. It includes in-depth coverage of a variety of debt products, from Treasury notes to high-yield junk bonds and everything in between. This comprehensive guide is an essential primer for anyone who would like to invest in bonds but doesn't know where to start. Getting Started in Bonds, Second Edition uses straightforward, accessible language that will help readers understand even the most complicated bond issues. Sharon Wright (Byfield, MA) was, most recently, fixed-income sales director at Lehman Brothers. Previously, she was assistant vice president at Fidelity Capital Markets.
