Quantum finance: path integrals and Hamiltonians for options pdf download
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Quantum finance: path integrals and Hamiltonians for options. Belal E. Baaquie
Quantum.finance.path.integrals.and.Hamiltonians.for.options.pdf
ISBN: 0521714788,9780521714785 | 334 pages | 17 Mb
Quantum finance: path integrals and Hamiltonians for options Belal E. Baaquie
Publisher: Cambridge University Press
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.
Book Description
The primary aim of this book is to apply 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. Financial mathematics is currently almost completely dominated by stochastic calculus. What is unique about the present book is that it offers a formulation completely independent of that approach. Many new results emerge from the ideas developed by the author.
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