ISBN: 9780521889285 - interest rates and coupon bonds in quantum finance (8 Ergebnisse)

Hardback. Zustand: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.

Zustand: very good. Gently used. May include previous owner's signature or bookplate on the front endpaper, sticker on back and/or remainder mark on text block.

Zustand: New. pp. xviiii + 490 25 Illus.

Zustand: New.

Zustand: New. Provides physicists and mathematicians researching in finance, and professionals working in the finance industry, with a new perspective on finance. Num Pages: 508 pages, 25 b/w illus. BIC Classification: KFF; PBW. Category: (UP) Postgraduate, Research & Scholarly. Dimension: 252 x 176 x 28. Weight in Grams: 1136. . 2009. Illustrated. hardcover. . . . .…

Zustand: New. Provides physicists and mathematicians researching in finance, and professionals working in the finance industry, with a new perspective on finance. Num Pages: 508 pages, 25 b/w illus. BIC Classification: KFF; PBW. Category: (UP) Postgraduate, Research & Scholarly. Dimension: 252 x 176 x 28. Weight in Grams: 1136. . 2009. Illustrated. hardcover. . . . . Books ship from the US and Ireland.…

Hardcover. Zustand: Brand New. 1st edition. 550 pages. 9.50x7.00x1.00 inches. In Stock.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.…