Quantum Finance

Name: Quantum Finance
Brand: Cambridge University Press
SKU: 9780521714785
Price: 85.72 EUR
Availability: InStock

Path Integrals and Hamiltonians for Options and Interest Rates

Autor: Belal E. Baaquie

Jazyk:

Väzba: Brožovaná

Vydavateľ: Cambridge University Press

Dostupnosť: Skladom u dodávateľa

Odosielame za 10-18 dní

85.72 €

This book applies the mathematics and concepts of quantum mechanics and quantum field theory to the...

Informácie o knihe

Autor

Belal E. Baaquie

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Vydalo

2007

Stránok

336

EAN

9780521714785

ISBN

0521714788

Enbook ID

02041264

Vydavateľ

Cambridge University Press

Hmotnosť

554

Rozmery

177 x 246 x 18

Kompletný popis

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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Quantum Finance

Path Integrals and Hamiltonians for Options and Interest Rates

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