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Heath–Jarrow–Morton framework
Results: 33

#	Item
21	PHYSICAL REVIEW E 69, 036130 共2004兲 Finite hedging in field theory models of interest rates Belal E. Baaquie* and Marakani Srikant† Department of Physics, National University of Singapore, 2 Science Drive, Singapo Add to Reading List Source URL: srikant.org Language: English - Date: 2009-11-30 21:40:16 Quantum field theory Quantum mechanics Fixed income analysis Heath–Jarrow–Morton framework Mathematics Autoregressive conditional heteroskedasticity Functional integration Mathematical finance Physics Mathematical analysis
22	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 Language: English - 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
23	June 20, [removed]:58 WSPC/104-IJTAF[removed]International Journal of Theoretical and Applied Finance Vol. 6, No[removed]–467 Add to Reading List Source URL: srikant.org Language: English - Date: 2009-11-30 20:46:33 Mathematical finance Fixed income analysis Heath–Jarrow–Morton framework Path integral formulation Propagator Model theory Lagrangian Physics Quantum field theory Quantum mechanics
24	Mind the cap Peter J¨ackel∗ First version: Last update: 2003 Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:45:15 Economics Interest rate cap and floor LIBOR market model Heath–Jarrow–Morton framework Log-normal distribution Normal distribution Hull–White model Volatility smile Interest rate derivative Mathematical finance Financial economics Finance
25	The Future is Convex Peter J¨ackel Atsushi Kawai First version: This version: Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:45:50 Economics LIBOR market model Heath–Jarrow–Morton framework Hull–White model Short-rate model Log-normal distribution Futures contract Normal distribution Yield curve Mathematical finance Financial economics Finance
26	“Author Sponsored Journals” A Practical Variation of the “Open Access” Business Model Klaus Kaiser Houston Journal of Mathematics [removed] http://math.uh.edu/~hjm Add to Reading List Source URL: math.uh.edu Language: English - Date: 2013-05-13 16:37:36 Knowledge Electronic publishing Open access Heath–Jarrow–Morton framework Subscription business model ArXiv LOCKSS Publishing Academic publishing Academia
27	“AUTHOR SPONSORED JOURNALS”, A PRACTICAL VARIATION OF THE “OPEN ACCESS” BUSINESS MODEL KLAUS KAISER 1. Conventional business models for journal publishers All publishers, whether they are “mega”– publishers Add to Reading List Source URL: math.uh.edu Language: English - Date: 2013-05-13 16:29:12 Knowledge Technical communication Open access Electronic publishing Academic journal Scientific journal ArXiv Elsevier Heath–Jarrow–Morton framework Publishing Academic publishing Academia
28	5. Short rate models Andrew Lesniewski March 3, 2008 Add to Reading List Source URL: www.math.nyu.edu Language: English - Date: 2008-03-10 13:48:17 Financial economics Fixed income analysis Mathematical sciences Stochastic processes Hull–White model Heath–Jarrow–Morton framework Short-rate model LIBOR market model Vasicek model Mathematical finance Statistics Interest rates
29	PRICING INFLATION-INDEXED OPTIONS WITH STOCHASTIC VOLATILITY FABIO MERCURIO AND NICOLA MORENI Add to Reading List Source URL: www.fabiomercurio.it Language: English - Date: 2005-11-22 10:42:20 Statistics Stochastic volatility Interest rate cap and floor Black–Scholes Heath–Jarrow–Morton framework Fabio Mercurio Forward measure LIBOR market model Hull–White model Mathematical finance Financial economics Finance
30	PDF Document Add to Reading List Source URL: belkcollegeofbusiness.uncc.edu Language: English - Date: 2009-09-25 09:44:59 Finance Economics Black–Derman–Toy model Volatility Yield curve Interest rate cap and floor Heath–Jarrow–Morton framework BDT Vasicek model Mathematical finance Fixed income analysis Financial economics