Quantum Finance : Path Integrals and Hamiltonians for Options and Interest Rates (9780521840453)

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.

Product details

• Format Hardback | 332 pages
• Dimensions 183 x 256 x 23mm | 863g
• Publication date 15 Nov 2004
• Publisher CAMBRIDGE UNIVERSITY PRESS
• Publication City/Country Cambridge, United Kingdom
• Language English
• Illustrations note 5 Tables, unspecified
• ISBN10 0521840457
• ISBN13 9780521840453

Download Quantum Finance : Path Integrals and Hamiltonians for Options and Interest Rates (9780521840453).pdf, available at ebookdownloadfree.co for free.

GET FREE NOW