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Quantum finance :path integrals and ...

Baaquie, B. E.,

Quantum finance :path integrals and Hamiltonians for options and interest rates /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	332.63/2283/0151539
書名/作者:	Quantum finance : : path integrals and Hamiltonians for options and interest rates // Belal E. Baaquie.
作者:	Baaquie, B. E.,
面頁冊數:	1 online resource (xv, 316 pages) : : digital, PDF file(s).
附註:	Title from publisher's bibliographic system (viewed on 05 Oct 2015).
標題:	Stock options - Mathematical models.
標題:	Interest rates - Mathematical models.
ISBN:	9780511617577 (ebook)
摘要、提要註:	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.
電子資源:	http://dx.doi.org/10.1017/CBO9780511617577

Quantum finance :path integrals and Hamiltonians for options and interest rates /
Baaquie, B. E.,

Quantum finance :path integrals and Hamiltonians for options and interest rates /Belal E. Baaquie. - 1 online resource (xv, 316 pages) :digital, PDF file(s).

Title from publisher's bibliographic system (viewed on 05 Oct 2015).

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.

ISBN: 9780511617577 (ebook)Subjects--Topical Terms:

644059
Stock options
--Mathematical models.

LC Class. No.: HG6042 / .B33 2004

Dewey Class. No.: 332.63/2283/0151539

Quantum finance :path integrals and Hamiltonians for options and interest rates /
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245 1 0 $a Quantum finance : $b path integrals and Hamiltonians for options and interest rates / $c Belal E. Baaquie.
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500 $a Title from publisher's bibliographic system (viewed on 05 Oct 2015).
520 $a 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.
650 0 $a Stock options $x Mathematical models. $3 644059
650 0 $a Interest rates $x Mathematical models. $3 405271
776 0 8 $i Print version: $z 9780521840453
856 4 0 $u http://dx.doi.org/10.1017/CBO9780511617577

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