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 - Heath–Jarrow–Morton framework - Document - PDFSEARCH.IO

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	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 Document Date: 2009-11-30 21:40:16 Open Document File Size: 148,59 KB Share Result on Facebook Company Cambridge University Press / W. H. Press S. A. / / Country Singapore / / Currency USD / / / Facility National University of Singapore / / IndustryTerm finance / satisfactory solution / / Organization National University of Singapore / Cambridge University / Belal E. Baaquie* and Marakani Srikant† Department of Physics / / Person B. E. BAAQUIE / M. SRIKANT XI / M. SRIKANT FIG / Jean-Philippe Bouchaud / / SocialTag Quantum field theory Quantum mechanics Fixed income analysis Heath–Jarrow–Morton framework Regression analysis Covariance Propagator Relaxation Instrumental variable Physics

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 DAdd to Reading List