Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates
| Author | : | |
| Rating | : | 4.99 (955 Votes) |
| Asin | : | 0521714788 |
| Format Type | : | paperback |
| Number of Pages | : | 336 Pages |
| Publish Date | : | 2016-01-02 |
| Language | : | English |
DESCRIPTION:
BELAL BAAQUIE earned his PhD in Theoretical Physics from Cornell University. . He has published over fifty papers in leading international journals on quantum field theory and related topics, and since 1997 has regularly published papers on applying quantum field theory to both the theoretical and empirical aspects of finance. He helped to launch the International J
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.. Financial mathematics is currently almost completely dominated by stochastic calculus
"Very Good Book!" according to Irma S.. I bought it to start up with a course on Economy, but then after I used it to start my Ph. D. So good it is.
. He has published over fifty papers in leading international journals on quantum field theory and related topics, and since 1997 has regularly published papers on applying quantum field theory to both the theoretical and empirical aspects of finance. He helped to launch the International Journal of Theoretical and Applied Finance in 1998 and continues to be one of the Managing Editors. About the Author BELAL BAAQUIE earned his PhD in Theoretical Physics from Cornell University