Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/137746
Title: FUTURES AND SPOT COMMODITY PRICES, OPTIONS, AND FORWARD INTEREST RATES: MODEL AND EMPIRICAL ANALYSIS
Authors: YU MIAO
Keywords: Quantum, Finance, Model, Derivatives, Path Integral
Issue Date: 3-Aug-2017
Source: YU MIAO (2017-08-03). FUTURES AND SPOT COMMODITY PRICES, OPTIONS, AND FORWARD INTEREST RATES: MODEL AND EMPIRICAL ANALYSIS. ScholarBank@NUS Repository.
Abstract: The financial market is a platform to improve the efficiency and convenience for all traders in the world. Different traders have different purposes for their trading and there are three main types of traders including hedgers, speculators, and arbitrageurs, due to three vital purposes. Whether you aim to hedge, speculate or arbitrage in the market, quantitative analysis is a strong tool to help you make a better decision. Although recent quantitative study using statistics and stochastic process as the basic method has already made huge achievements in financial domain, there are still great numbers of unsolved financial fields which may require new theories to fill in. In this thesis, quantum field theory is chosen as a new method to analyze different financial instruments and the results illustrate the power of quantum field theory to analyze problems in finance.
URI: http://scholarbank.nus.edu.sg/handle/10635/137746
Appears in Collections:Ph.D Theses (Open)

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