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

Name: Quantum Finance
Brand: Cambridge University Press
SKU: 9780521714785
Price: 12050 KES
Availability: OutOfStock
ISBN: 9780521714785

by Belal E. Baaquie

Book Details

Format Paperback / softback

ISBN-10 0521714788

ISBN-13 9780521714785

Publisher Cambridge University Press

Imprint Cambridge University Press

Country of Manufacture GB

Country of Publication GB

Publication Date Jul 23rd, 2007

Print length 336 Pages

Weight 554 grams

Dimensions 24.60 x 17.70 x 1.80 cms

Product Classification: Finance Finance and the finance industry Applied mathematics

KSh 12,050.00

Currently unavailable 0 in stock

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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. This work will be of use to anyone working in the field of finance and as a graduate text.

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.

Get Quantum Finance by Belal E. Baaquie at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Cambridge University Press and it has 336 pages.