2017•Physica A Statistical Mechanics and its ApplicationsRequires access

Risky forward interest rates and swaptions: Quantum finance model and empirical results

Belal Ehsan Baaquie, Miao Yu, Jitendra Bhanap

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Key concepts: Forward rate, Interest rate, LIBOR market model, Interest rate derivative, Heath–Jarrow–Morton framework, Economics, Interest rate risk, Bond

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