Книга Quantum Finance Belal E. Baaquie

Quantum Finance

Path Integrals and Hamiltonians for Options and Interest Rates

Автор: Belal E. Baaquie
Език: Английски език
Корици: С меки корици
Издател: Cambridge University Press
Наличност: Външен склад
Изпращаме след 10-18 дни
90.47 176.94 лв
This book applies the mathematics and concepts of quantum mechanics and quantum field theory to the...

Информация за книгата

Автор
Език
Английски език
Корици
Книга - С меки корици
Издадена
2007
страници
336
EAN
9780521714785
ISBN
0521714788
Enbook ID
02041264
Теглоt
554
Размери
177 x 246 x 18

Пълно описание

This book applies the mathematics and concepts of quantum mechanics and quantum field theory to the modelling of interest rates and the theory of options. Particular emphasis is placed on path integrals and Hamiltonians. Financial mathematics is dominated by stochastic calculus. The present book offers a formulation that is completely independent of that approach. As such many results emerge from the ideas developed by the author. This work will be of interest to physicists and mathematicians working in the field of finance, to quantitative analysts in banks and finance firms and to practitioners in the field of fixed income securities and foreign exchange. The book can also be used as a graduate text for courses in financial physics and financial mathematics.

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