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Quantum Finance
Bok av Belal E. Baaquie
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 FinanceEngelska - Pocket
ISBN: 9780521714785
ISBN: 9780521714785
Quantum Finance : Path Integrals and Hamiltonians for Options and Intere...Engelska - E-bok
ISBN: 9780511262265
ISBN: 9780511262265
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Quantum Finance : Path integrals and hamiltonians for options and interest rates
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Quantum Finance : Path Integrals and Hamiltonians for Options and Interest Rates
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Quantum Finance : Path Integrals and Hamiltonians for Options and Interest Rates
691 kr
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Quantum Finance
568 kr
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