Quantum Finance : Path Integrals and Hamiltonians for Options and Interest Rates
Book Details
Format
Hardback or Cased Book
ISBN-10
0521840457
ISBN-13
9780521840453
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Nov 15th, 2004
Print length
332 Pages
Weight
863 grams
Dimensions
25.60 x 18.30 x 2.30 cms
Product Classification:
FinanceApplied mathematics
Ksh 10,400.00
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0 in stock
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This book applies techniques from quantum mechanics and quantum field theory to financial physics.
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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