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Mathematical finance / Fixed income analysis / Heath–Jarrow–Morton framework / Path integral formulation / Propagator / Model theory / Lagrangian / Physics / Quantum field theory / Quantum mechanics


June 20, [removed]:58 WSPC/104-IJTAF[removed]International Journal of Theoretical and Applied Finance Vol. 6, No[removed]–467
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Document Date: 2009-11-30 20:46:33


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City

Santa Clara / Sornette / /

Company

World Scientific / /

Country

Singapore / /

Currency

pence / /

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Facility

Singapore Management University / National University of Singapore / /

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natural tool / form solutions / computational tools / path integral in their applications / theoretical tool / computational algorithms / /

Organization

QUANTUM FIELD THEORY TERM STRUCTURE MODEL APPLIED TO HEDGING BELAL E. BAAQUIE∗ and MARAKANI SRIKANT Department of Physics / MITCH C. WARACHKA School of Business / U.S. Securities and Exchange Commission / National University of Singapore / Singapore Management University / /

Person

Kent Ridge / Ai / Amin / Morton / /

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Position

RT / /

Product

Pentax K-x Digital Camera / /

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