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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 2023]

Results 1-20 of 32 (Search time: 0.005 seconds).

Issue DateTitleAuthor(s)
1Dec-2005A common market measure for LIBOR and pricing caps, floors and swaps in a field theory of forward interest ratesBaaquie, B.E. 
2Aug-2003A quantum field theory term structure model applied to hedgingBaaquie, B.E. ; Srikant, M. ; Warachka, M.C.
330-Oct-2013Action with acceleration I: Euclidean hamiltonian and path integralBaaquie, B.E. 
430-Oct-2013Action with acceleration II: Euclidean hamiltonian and jordan blocksBaaquie, B.E. 
5Mar-2004Comparison of field theory models of interest rates with market dataBaaquie, B.E. ; Srikant, M. 
6Dec-2011Empirical analysis and calibration of the CEV process for pricing equity default swapsBaaquie, B.E. ; Pan, T. ; Bhanap, J.D.
71-Jul-2009Empirical analysis of quantum finance interest rates modelsBaaquie, B.E. ; Yang, C.
815-Jan-2007Empirical investigation of a field theory formula and Black's formula for the price of an interest-rate capletBaaquie, B.E. ; Liang, C.
92015Empirical microeconomics action functionalsBaaquie B.E. ; Du X. ; Tanputraman W.
102007Feynman perturbation expansion for the price of coupon bond options and swaptions in quantum finance. I. TheoryBaaquie, B.E. 
112007Feynman perturbation expansion for the price of coupon bond options and swaptions in quantum finance. II. EmpiricalBaaquie, B.E. ; Liang, C.
122013Financial modeling and quantum mathematicsBaaquie, B.E. 
13Mar-2004Finite hedging in field theory models of interest ratesBaaquie, B.E. ; Srikant, M. 
1415-Mar-2004Hamiltonian and potentials in derivative pricing models: Exact results and lattice simulationsBaaquie, B.E. ; Corianò, C.; Srikant, M. 
151-Feb-2007Hedging LIBOR derivatives in a field theory model of interest ratesBaaquie, B.E. ; Liang, C.; Warachka, M.C.
1615-Jan-2010Interest rates in quantum finance: Caps, swaptions and bond optionsBaaquie, B.E. 
1726-Oct-2009Interest rates in quantum finance: The Wilson expansion and HamiltonianBaaquie, B.E. 
18Jun-2002Microcanonical simulation of complex actions: The Wess-Zumino-Witten caseBaaquie, B.E. ; Seng, Y.S.
191-Jan-2014Option volatility and the acceleration LagrangianBaaquie, B.E. ; Cao, Y.
2015-Feb-2012Path integral for equities: Dynamic correlation and empirical analysisBaaquie, B.E. ; Cao, Y.; Lau, A.; Tang, P.