Quantum finance: path integrals and Hamiltonians for...

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Quantum finance: path integrals and...

Quantum finance: path integrals and Hamiltonians for options

Name: Quantum finance: path integrals and Hamiltonians for options
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.

Kategorie:

Mathematics

Rok:

2004

Wydanie:

Wydawnictwo:

Cambridge University Press

Język:

english

Strony:

334

ISBN 10: