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

Baaquie, Belal E.

  • 出版商: Cambridge
  • 出版日期: 2007-07-23
  • 售價: $4,020
  • 貴賓價: 9.5$3,819
  • 語言: 英文
  • 頁數: 336
  • 裝訂: Quality Paper - also called trade paper
  • ISBN: 0521714788
  • ISBN-13: 9780521714785
  • 相關分類: Fintech
  • 海外代購書籍(需單獨結帳)

商品描述

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.

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