Book contents
- Frontmatter
- Contents
- Foreword
- Preface
- Acknowledgments
- 1 Synopsis
- Part I Fundamental concepts of finance
- Part II Systems with finite number of degrees of freedom
- Part III Quantum field theory of interest rates models
- 7 Quantum field theory of forward interest rates
- 8 Empirical forward interest rates and field theory models
- 9 Field theory of Treasury Bonds' derivatives and hedging
- 10 Field theory Hamiltonian of forward interest rates
- 11 Conclusions
- A Mathematical background
- Brief glossary of financial terms
- Brief glossary of physics terms
- List of main symbols
- References
- Index
9 - Field theory of Treasury Bonds' derivatives and hedging
Published online by Cambridge University Press: 22 February 2010
- Frontmatter
- Contents
- Foreword
- Preface
- Acknowledgments
- 1 Synopsis
- Part I Fundamental concepts of finance
- Part II Systems with finite number of degrees of freedom
- Part III Quantum field theory of interest rates models
- 7 Quantum field theory of forward interest rates
- 8 Empirical forward interest rates and field theory models
- 9 Field theory of Treasury Bonds' derivatives and hedging
- 10 Field theory Hamiltonian of forward interest rates
- 11 Conclusions
- A Mathematical background
- Brief glossary of financial terms
- Brief glossary of physics terms
- List of main symbols
- References
- Index
Summary

- Type
- Chapter
- Information
- Quantum FinancePath Integrals and Hamiltonians for Options and Interest Rates, pp. 217 - 250Publisher: Cambridge University PressPrint publication year: 2004