PHYSICAL REVIEW E 69, 036129 共2004兲 Comparison of field theory models of interest rates with market data Belal E. Baaquie* and Marakani Srikant† Department of Physics, National University of Singapore, 2 Science D

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Date: 2009-11-30 21:40:16 Quantum field theory Quantum mechanics Fixed income analysis Heath–Jarrow–Morton framework Regression analysis Covariance Propagator Relaxation Instrumental variable Physics Statistics Mathematical finance		PHYSICAL REVIEW E 69, 036129 共2004兲 Comparison of field theory models of interest rates with market data Belal E. Baaquie* and Marakani Srikant† Department of Physics, National University of Singapore, 2 Science D Add to Reading List Source URL: srikant.org Download Document from Source Website File Size: 148,59 KB Share Document on Facebook

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