Low-Dimensional Topology and Quantum Field Theory

1993 ◽  
Keyword(s):  
Field Theory ◽  
Quantum Field Theory ◽  
Quantum Field ◽  
Low Dimensional Topology ◽  
Low Dimensional

scholarly journals A Quantum Field Theory Term Structure Model Applied to Hedging

2003 ◽  
Vol 06 (05) ◽  
pp. 443-467 ◽  
Author(s):  
Belal E. Baaquie ◽  
Marakani Srikant ◽  
Mitch C. Warachka
Keyword(s):  
Field Theory ◽  
Quantum Field Theory ◽  
Term Structure ◽  
Theory Model ◽  
Forward Rate ◽  
Quantum Field ◽  
Structure Model ◽  
Term Structure Model ◽  
Forward Rates ◽  
Low Dimensional

A quantum field theory generalization, Baaquie [1], of the Heath, Jarrow and Morton (HJM) [10] term structure model parsimoniously describes the evolution of imperfectly correlated forward rates. Field theory also offers powerful computational tools to compute path integrals which naturally arise from all forward rate models. Specifically, incorporating field theory into the term structure facilitates hedge parameters that reduce to their finite factor HJM counterparts under special correlation structures. Although investors are unable to perfectly hedge against an infinite number of term structure perturbations in a field theory model, empirical evidence using market data reveals the effectiveness of a low dimensional hedge portfolio.

Perturbative Aspects of Low‐Dimensional Quantum Field Theory

2010 ◽  
Author(s):  
Asep Y. Wardaya ◽  
Freddy P. Zen ◽  
Jusak S. Kosasih ◽  
Triyanta ◽  
Andreas Hartanto
Keyword(s):  
Field Theory ◽  
Quantum Field Theory ◽  
Quantum Field ◽  
Low Dimensional

Complex Structures in Quantum Field Theory

1997 ◽  
Vol 12 (01) ◽  
pp. 159-164
Author(s):  
Rainer Dick
Keyword(s):  
Field Theory ◽  
Quantum Field Theory ◽  
Gauge Theory ◽  
Reproducing Kernel ◽  
Classical Solutions ◽  
Complex Structures ◽  
Quantum Field ◽  
Ward Identities ◽  
Low Dimensional

We point out that Ward identities imply a notion of reproducing kernel in the set of classical solutions of any quantum field theory, and discuss an application of low-dimensional complex structures in four-dimensional gauge theory.

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