Quantum Finance: Path Integrals and Hamiltonians for...

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Quantum Finance: Path Integrals and...

Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates

Name: Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates
ISBN: 9780521840453

Belal E. Baaquie

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Financial mathematics is currently almost completely dominated by stochastic calculus. Presenting a completely independent approach, this book applies the mathematical and conceptual formalism of quantum mechanics and quantum field theory (with particular emphasis on the path integral) to the theory of options and to the modeling of interest rates. Many new results, accordingly, emerge from the author's perspective.

Категории:

Mathematics

Година:

2004

Издателство:

Cambridge University Press

Език:

english

Страници:

334

ISBN 10:

0521840457