The principles of quantum finance provide a comprehensive theoretical platform for modeling all forms of financial instruments, in particular, the imperfect correlations between forward interest rates of different maturities. Focusing almost exclusively on interest rates and coupon bonds, this book does not employ stochastic calculus for any of the derivations. Instead, interest rates and coupon bonds are studied using quantum finance, providing readers with a completely different perspective on finance. The Libor Market Model and the Heath-Jarrow- Morton models are generalized to imperfectly correlated interest rates by modeling the forward interest rates as a quantum field. Theoretical models are calibrated and tested using bond and interest rate data from the market. This ground-breaking book brings together an entire collection of theoretical and mathematical models that have so far not been employed in finance. It will interest physicists and mathematicians researching in finance, and professionals working in the finance industry.