株式会社極東書店トップ ＞ 商品一覧 ＞ Interest Rates and Coupon Bonds in Quantum Finance.
商品詳細
Interest Rates and Coupon Bonds in Quantum Finance. 量子ファイナンスにおける利子率と利付債券
・ISBN 978-0-521-88928-5 2010 hard GB£ 103.00
￥32,630.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
お気に入り
★★★
電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-0-511-80871-5
| 著者・編者 | Baaquie, Belal E., |
|---|---|
| 出版社 | (Cambridge U. Pr., UK) |
| ページ数 | xviii, 490 pp. |
| 言語 | ENG |
| ニュース番号 | ＜570-270＞ |
解説
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.