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Baaquie,Belal E

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Full Name
Baaquie,Belal E
(not current staff)
Variants
Baaquie B.E.
Baaquie, B.E.
 
Main Affiliation
 
Faculty
 
Email
phybeb@nus.edu.sg
 

Publications

Refined By:
Date Issued:  [2000 TO 2009]
Type:  Article

Results 1-18 of 18 (Search time: 0.003 seconds).

Issue DateTitleAuthor(s)
1Aug-2003A quantum field theory term structure model applied to hedgingBaaquie, B.E. ; Srikant, M. ; Warachka, M.C.
2Mar-2004Comparison of field theory models of interest rates with market dataBaaquie, B.E. ; Srikant, M. 
31-Jul-2009Empirical analysis of quantum finance interest rates modelsBaaquie, B.E. ; Yang, C.
415-Jan-2007Empirical investigation of a field theory formula and Black's formula for the price of an interest-rate capletBaaquie, B.E. ; Liang, C.
52007Feynman perturbation expansion for the price of coupon bond options and swaptions in quantum finance. I. TheoryBaaquie, B.E. 
62007Feynman perturbation expansion for the price of coupon bond options and swaptions in quantum finance. II. EmpiricalBaaquie, B.E. ; Liang, C.
7Mar-2004Finite hedging in field theory models of interest ratesBaaquie, B.E. ; Srikant, M. 
815-Mar-2004Hamiltonian and potentials in derivative pricing models: Exact results and lattice simulationsBaaquie, B.E. ; Corianò, C.; Srikant, M. 
91-Feb-2007Hedging LIBOR derivatives in a field theory model of interest ratesBaaquie, B.E. ; Liang, C.; Warachka, M.C.
1026-Oct-2009Interest rates in quantum finance: The Wilson expansion and HamiltonianBaaquie, B.E. 
11Jun-2002Microcanonical simulation of complex actions: The Wess-Zumino-Witten caseBaaquie, B.E. ; Seng, Y.S.
121-Oct-2006Price of coupon bond options in a quantum field theory of forward interest ratesBaaquie, B.E. 
1315-Jul-2007Pricing American options for interest rate caps and coupon bonds in quantum financeBaaquie, B.E. ; Liang, C.
14May-2002Quantum field theory of forward rates with stochastic volatilityBaaquie, B.E. 
15Jul-2001Quantum field theory of treasury bondsBaaquie, B.E. 
165-Mar-2008Quantum finance Hamiltonian for coupon bond European and barrier optionsBaaquie, B.E. 
1726-May-2005Sigma model Lagrangian for the Heisenberg groupBaaquie, B.E. ; Kok, K.Y.
1815-Apr-2000(Supersymmetric) Kac-Moody gauge fields in 3+1 dimensionsBaaquie, B.E.