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[[abstract]]This paper is concerned with implementing a method for pricing interest rate related der...
This thesis presents three applications of Mathematics to Finance, from the empirical to the analyti...
Title: One factor interest rate models Author: Matúš Jambor Department: Department of Probability an...
10.1016/j.physa.2009.02.044Physica A: Statistical Mechanics and its Applications388132666-2681PHYA
10.1103/PhysRevE.69.036129Physical Review E - Statistical, Nonlinear, and Soft Matter Physics693 203...
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10.1103/PhysRevE.69.036130Physical Review E - Statistical, Nonlinear, and Soft Matter Physics693 203...
In this thesis, interest rates on bond will be studied from a mathematical point of view. Starting f...
[[abstract]]Black-Scholes Model, a famous options pricing theory, has been widely used to evaluate t...
An introduction to how the mathematical tools from quantum field theory can be applied to economics ...
10.1016/j.physa.2013.05.008Physica A: Statistical Mechanics and its Applications392194400-4416PHYA
for helpful comments on an earlier draft. I also acknowledge the inspiration provided by the Economi...
main result of this paper is that a martingale evolution can be chosen for LIBOR such that, by appro...
[[abstract]]This paper is concerned with implementing a method for pricing interest rate related der...
This thesis presents three applications of Mathematics to Finance, from the empirical to the analyti...
Title: One factor interest rate models Author: Matúš Jambor Department: Department of Probability an...
10.1016/j.physa.2009.02.044Physica A: Statistical Mechanics and its Applications388132666-2681PHYA
10.1103/PhysRevE.69.036129Physical Review E - Statistical, Nonlinear, and Soft Matter Physics693 203...
10.1016/j.physa.2006.04.021Physica A: Statistical Mechanics and its Applications370198-103PHYA
10.1016/j.physa.2009.09.031Physica A: Statistical Mechanics and its Applications3892296-314PHYA
10.1016/j.physa.2006.08.020Physica A: Statistical Mechanics and its Applications3742730-748PHYA
10.1103/PhysRevE.69.036130Physical Review E - Statistical, Nonlinear, and Soft Matter Physics693 203...
In this thesis, interest rates on bond will be studied from a mathematical point of view. Starting f...
[[abstract]]Black-Scholes Model, a famous options pricing theory, has been widely used to evaluate t...
An introduction to how the mathematical tools from quantum field theory can be applied to economics ...
10.1016/j.physa.2013.05.008Physica A: Statistical Mechanics and its Applications392194400-4416PHYA
for helpful comments on an earlier draft. I also acknowledge the inspiration provided by the Economi...
main result of this paper is that a martingale evolution can be chosen for LIBOR such that, by appro...
[[abstract]]This paper is concerned with implementing a method for pricing interest rate related der...
This thesis presents three applications of Mathematics to Finance, from the empirical to the analyti...
Title: One factor interest rate models Author: Matúš Jambor Department: Department of Probability an...
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