FUTURES AND SPOT COMMODITY PRICES, OPTIONS, AND FORWARD INTEREST RATES: MODEL AND EMPIRICAL ANALYSIS
Ph.D
Saved in:
Main Author: | YU MIAO |
---|---|
Other Authors: | PHYSICS |
Format: | Theses and Dissertations |
Language: | English |
Published: |
2017
|
Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/137746 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Language: | English |
Similar Items
-
Path integral modelling of interest rates, options and commodities
by: DU XIN
Published: (2015) -
Interest rates in quantum finance: Caps, swaptions and bond options
by: Baaquie, B.E.
Published: (2014) -
Exotic Interest Rate Options in Quantum Finance
by: TANG PAN
Published: (2011) -
Hedging LIBOR derivatives in a field theory model of interest rates
by: Baaquie, B.E., et al.
Published: (2014) -
Price of coupon bond options in a quantum field theory of forward interest rates
by: Baaquie, B.E.
Published: (2014)