Related papers: Interest Rates and Inflation
The single scalar field inflationary models that lead to scalar and tensor perturbation spectra with amplitudes varying in direct proportion to one another are reconstructed by solving the Stewart-Lyth inverse problem to next-to-leading…
We calculate a total amount of an inflation during two de Sitter phases in our cosmological modells and masses of quintessence particles in both de Sitter phases..
In the present article, the author uses Fourier theory of tempered distributions (generalized functions) in deriving a formula for Dirichlet-like integrals. The applied method is remarkably efficient and allows a solution in a few…
We propose functional approach to the stochastic inflationary universe dynamics. It is based on path integral representation of the solution to the differential equation for the scalar field probability distribution. In the saddle-point…
We use classical lattice simulations in 3+1 dimensions to study the interplay between the resonant production of particles during preheating and the subsequent decay of these into a set of secondary species. We choose to work in a…
This paper provides a new approach to derive various arbitrary high order finite difference formulae for the numerical differentiation of analytic functions. In this approach, various first and second order formulae for the numerical…
This paper discusses models of inflation based on global supersymmetry. It is shown that there are parameter ranges, consisent with observational constraints, for which warm inflation occurs and supergravity effects can be neglected. There…
We consider that the price of a firm follows a non linear stochastic delay differential equation. We also assume that any claim value whose value depends on firm value and time follows a non linear stochastic delay differential equation.…
In this work, we analyze two possible alternative and model-independent approaches to describe the inflationary period. The first one assumes a general equation of state during inflation due to Mukhanov, while the second one is based on the…
In his book with Alan Jolis, Vers un monde sans pauvret\'e (1997) Yunus gives the example of a microcredit loan of 1000BDT reimbursed via 50 weekly settlements of 22BDT and correctly claims that this corresponds to the annual interest rate…
We investigate the observational signatures of many-field inflation and present analytic expressions for the spectral index as a function of the prior. For a given prior we employ the central limit theorem and the horizon crossing…
Option written on several foreign exchange rates (FXRs) depends on correlation between the rates. To evaluate the option, historical estimates for correlations can be used but usually they are not stable. More significantly, pricing of the…
It is well known that the Cox-Ingersoll-Ross (CIR) stochastic model to study the term structure of interest rates, as introduced in 1985, is inadequate for modelling the current market environment with negative short interest rates.…
We revisit and extend the physical interpretation recently given to a certain identity between large--deviations rate--functions (as well as applications of this identity to Information Theory), as an instance of thermal equilibrium between…
High dissipative regime of warm pseudoscalar inflation model \cite{Kamali:2019ppi} with an approximately constant value of dissipation parameter $Q$ is studied. { Intermediate solution of the scale-factor related to the accelerated…
We study the general embedding of a $ P(X, \varphi) $ inflationary theory into a two-field theory with curved field space metric, which was proposed as a possible way to examine the relation between de Sitter Swampland conjecture and…
This paper considers the case of pricing discretely-sampled variance swaps under the class of equity-interest rate hybridization. Our modeling framework consists of the equity which follows the dynamics of the Heston stochastic volatility…
A simple method is proposed to estimate the instantaneous correlations between state variables in a hybrid system from the empirical correlations between observable market quantities such as spot rate, stock price and implied volatility.…
In this paper we revisit the relationship between the Einstein--Friedman and the Abel equations to demonstrate how it might be applied to the inflationary analysis in a flat Friedman universe filled with a real-valued scalar field. The…
We develop a general method to study the Fisher information distance in central limit theorem for nonlinear statistics. We first construct completely new representations for the score function. We then use these representations to derive…