Book contents
- Frontmatter
- dedication
- Contents
- Foreword
- Preface
- Acknowledgements
- 1 Synopsis
- Part I Introduction
- Part II Linear quantum fields
- Part III Nonlinear quantum fields
- 13 Operator expectation and S matrix
- 14 Nonlinear scalar field: Feynman diagrams
- 15 Renormalization
- 16 β-function; fixed points
- 17 Renormalization group and phase transitions
- 18 Effective action
- 19 Nonlinear interest rates’ quantum field*
- 20 Simulation of nonlinear interest rates*
- 21 Interest rate range accrual swap*
- Part IV Two-dimensional quantum fields
- References
- Index
20 - Simulation of nonlinear interest rates*
from Part III - Nonlinear quantum fields
Published online by Cambridge University Press: 22 August 2018
Book contents
- Frontmatter
- dedication
- Contents
- Foreword
- Preface
- Acknowledgements
- 1 Synopsis
- Part I Introduction
- Part II Linear quantum fields
- Part III Nonlinear quantum fields
- 13 Operator expectation and S matrix
- 14 Nonlinear scalar field: Feynman diagrams
- 15 Renormalization
- 16 β-function; fixed points
- 17 Renormalization group and phase transitions
- 18 Effective action
- 19 Nonlinear interest rates’ quantum field*
- 20 Simulation of nonlinear interest rates*
- 21 Interest rate range accrual swap*
- Part IV Two-dimensional quantum fields
- References
- Index
- Type
- Chapter
- Information
- Quantum Field Theory for Economics and Finance , pp. 548 - 576Publisher: Cambridge University PressPrint publication year: 2018