A Quantum Field Theory Term Structure Model Applied to Hedging (Q5696861): Difference between revisions
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Property / arXiv ID: cond-mat/0206457 / rank | |||
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Property / cites work: Interest Rate Dynamics and Consistent Forward Rate Curves / rank | |||
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Property / cites work: Bond Market Structure in the Presence of Marked Point Processes / rank | |||
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Property / cites work: Phenomenology of the interest rate curve / rank | |||
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Property / cites work: THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD / rank | |||
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Property / cites work: Characterizing Gaussian Models of the Term Structure of Interest Rates / rank | |||
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Property / cites work: AN EMPIRICAL INVESTIGATION OF THE FORWARD INTEREST RATE TERM STRUCTURE / rank | |||
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Latest revision as of 17:46, 10 June 2024
scientific article; zbMATH DE number 2216241
Language | Label | Description | Also known as |
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English | A Quantum Field Theory Term Structure Model Applied to Hedging |
scientific article; zbMATH DE number 2216241 |
Statements
A Quantum Field Theory Term Structure Model Applied to Hedging (English)
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19 October 2005
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bond portfolio
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hedging
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field theory model
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variance minimization
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