๐”– Bobbio Scriptorium
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Corporations: Rate of Interest on Bonds and Interest Coupons after Maturity


Book ID
124365530
Publisher
University of Michigan Law School
Year
1931
Tongue
English
Weight
389 KB
Volume
30
Category
Article
ISSN
0026-2234

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American option for interest rate caps and coupon bonds are analyzed in the formalism of quantum finance. Calendar time and future time are discretized to yield a lattice field theory of interest rates that provides an efficient numerical algorithm for evaluating the price of American options. The a