Hedging LIBOR derivatives in a field theory model of interest rates

10.1016/j.physa.2006.08.020

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Bibliographic Details
Main Authors:	Baaquie, B.E., Liang, C., Warachka, M.C.
Other Authors:	PHYSICS
Format:	Article
Published:	2014
Subjects:	Hedging Libor-based derivatives Quantum finance
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/96772
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-96772
record_format	dspace
spelling	sg-nus-scholar.10635-967722023-10-30T08:18:00Z Hedging LIBOR derivatives in a field theory model of interest rates Baaquie, B.E. Liang, C. Warachka, M.C. PHYSICS Hedging Libor-based derivatives Quantum finance 10.1016/j.physa.2006.08.020 Physica A: Statistical Mechanics and its Applications 374 2 730-748 PHYAD 2014-10-16T09:27:21Z 2014-10-16T09:27:21Z 2007-02-01 Article Baaquie, B.E., Liang, C., Warachka, M.C. (2007-02-01). Hedging LIBOR derivatives in a field theory model of interest rates. Physica A: Statistical Mechanics and its Applications 374 (2) : 730-748. ScholarBank@NUS Repository. https://doi.org/10.1016/j.physa.2006.08.020 03784371 http://scholarbank.nus.edu.sg/handle/10635/96772 000243621000023 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Hedging Libor-based derivatives Quantum finance
spellingShingle	Hedging Libor-based derivatives Quantum finance Baaquie, B.E. Liang, C. Warachka, M.C. Hedging LIBOR derivatives in a field theory model of interest rates
description	10.1016/j.physa.2006.08.020
author2	PHYSICS
author_facet	PHYSICS Baaquie, B.E. Liang, C. Warachka, M.C.
format	Article
author	Baaquie, B.E. Liang, C. Warachka, M.C.
author_sort	Baaquie, B.E.
title	Hedging LIBOR derivatives in a field theory model of interest rates
title_short	Hedging LIBOR derivatives in a field theory model of interest rates
title_full	Hedging LIBOR derivatives in a field theory model of interest rates
title_fullStr	Hedging LIBOR derivatives in a field theory model of interest rates
title_full_unstemmed	Hedging LIBOR derivatives in a field theory model of interest rates
title_sort	hedging libor derivatives in a field theory model of interest rates
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/96772
_version_	1781786535684734976

Hedging LIBOR derivatives in a field theory model of interest rates

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