HIGHER DERIVATIVE MODELS AND LIBOR MARKET MODEL IN QUANTUM FINANCE
Ph.D
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| Format: | Theses and Dissertations |
| Language: | English |
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2015
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| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/121043 |
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| Institution: | National University of Singapore |
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sg-nus-scholar.10635-1210432015-09-25T05:48:05Z HIGHER DERIVATIVE MODELS AND LIBOR MARKET MODEL IN QUANTUM FINANCE CAO YANG PHYSICS BAAQUIE, BELAL E quantum finance, statistic physics, Libor market model, dynamic correlation equity model, acceleration Lagrangian, ATM option volatility Ph.D DOCTOR OF PHILOSOPHY 2015-09-23T18:19:30Z 2015-09-23T18:19:30Z 2012-08-07 Thesis CAO YANG (2012-08-07). HIGHER DERIVATIVE MODELS AND LIBOR MARKET MODEL IN QUANTUM FINANCE. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/121043 NOT_IN_WOS en |
| institution |
National University of Singapore |
| building |
NUS Library |
| country |
Singapore |
| collection |
ScholarBank@NUS |
| language |
English |
| topic |
quantum finance, statistic physics, Libor market model, dynamic correlation equity model, acceleration Lagrangian, ATM option volatility |
| spellingShingle |
quantum finance, statistic physics, Libor market model, dynamic correlation equity model, acceleration Lagrangian, ATM option volatility CAO YANG HIGHER DERIVATIVE MODELS AND LIBOR MARKET MODEL IN QUANTUM FINANCE |
| description |
Ph.D |
| author2 |
PHYSICS |
| author_facet |
PHYSICS CAO YANG |
| format |
Theses and Dissertations |
| author |
CAO YANG |
| author_sort |
CAO YANG |
| title |
HIGHER DERIVATIVE MODELS AND LIBOR MARKET MODEL IN QUANTUM FINANCE |
| title_short |
HIGHER DERIVATIVE MODELS AND LIBOR MARKET MODEL IN QUANTUM FINANCE |
| title_full |
HIGHER DERIVATIVE MODELS AND LIBOR MARKET MODEL IN QUANTUM FINANCE |
| title_fullStr |
HIGHER DERIVATIVE MODELS AND LIBOR MARKET MODEL IN QUANTUM FINANCE |
| title_full_unstemmed |
HIGHER DERIVATIVE MODELS AND LIBOR MARKET MODEL IN QUANTUM FINANCE |
| title_sort |
higher derivative models and libor market model in quantum finance |
| publishDate |
2015 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/121043 |
| _version_ |
1681095717644402688 |