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

Name: Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates
Brand: Cambridge University Press
SKU: NEW0521714788
Price: 116.67 USD
Availability: InStock
Author: Belal E. Baaquie
ISBN: 9780521714785

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Book Details

Author: Belal E. Baaquie
Publisher: Cambridge University Press
Format: Paperback
Language: English
Category: Economics
Condition: New
ISBN-13: 9780521714785
ISBN-10: 0521714788

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Product description

ISBN: 0521714788

Author: Baaquie, Belal E.

Condition: New

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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