Srikant Marakani's research web site
- My CV
- Publications (in business/finance journals)
- Jagannathan, R., Marakani, S., Takehara, H. and Y. Wang, Calendar Cycles, Infrequent Decisions and the Cross-Section of Stock Returns, Management Science, forthcoming
- Baaquie, B. E., Marakani, S. and M. C. 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)
- Working Papers
- Publications in physics journals 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)