Srikant Marakani's research web site

Published papers on the application of mathematical techniques in physics to modeling and pricing interest rate derivatives

Baaquie, Belal E. and Srikant Marakani, Comparison of field theory models of interest rates with market data, Physical Review E, Vol. 69, 036129, 2004 (APS link)
Baaquie, Belal E. and Srikant Marakani, Finite hedging in field theory models of interest rates, Physical Review E, Vol. 69, 036130, 2004 (APS link)
Baaquie, Belal E., Claudio Coriano and Srikant Marakani, Hamiltonian and potentials in derivative pricing models : Exact results and lattice simulations, Physica A, Vol. 334, pg. 531-557, 2004 (doi:10.1016/j.physa.2003.10.080)
Baaquie, Belal E., Srikant Marakani and Mitch Warachka, A quantum field theory term structure model applied to hedging, International Journal of Theoretical and Applied Finance, Vol. 6, No. 5, pg. 443-468, 2003
(Electronic version of an article published as "International Journal of Theoretical and Applied Finance, Vol. 6, Issue 5, 2003, 443-468" DOI No: 10.1142/S0219024903001980 © World Scientific Publishing Company Journal web site)