Quantum Field Theory for Economics and Finance
Autor Belal Ehsan Baaquieen Limba Engleză Hardback – 22 aug 2018
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Specificații
ISBN-13: 9781108423151
ISBN-10: 1108423159
Pagini: 714
Ilustrații: 183 b/w illus. 21 tables
Dimensiuni: 178 x 253 x 37 mm
Greutate: 1.56 kg
Editura: Cambridge University Press
Colecția Cambridge University Press
Locul publicării:Cambridge, United Kingdom
ISBN-10: 1108423159
Pagini: 714
Ilustrații: 183 b/w illus. 21 tables
Dimensiuni: 178 x 253 x 37 mm
Greutate: 1.56 kg
Editura: Cambridge University Press
Colecția Cambridge University Press
Locul publicării:Cambridge, United Kingdom
Cuprins
Foreword; Preface; Acknowledgements; 1. Synopsis; Part I. Introduction: 2. Quantum mechanics; 3. Classical field theory; 4. Acceleration action; 5. Option theory; 6. Path integral of asset prices; Part II. Linear Quantum Fields: 7. Scalar quantum field; 8. Dirac spinor field; 9. Photon gauge field; 10. Forward interest rates' quantum field; 11. Risky interest rates' quantum fields; 12. Bonds: index-linked stochastic coupons; Part III. Nonlinear Quantum Fields: 13. Operator expectation and S matrix; 14. Nonlinear scalar field: Feynman diagrams; 15. Renormalization; 16. β-function; fixed points; 17. Renormalization group and phase transitions; 18. Effective action; 19. Nonlinear interest rates' quantum field; 20. Simulation of nonlinear interest rates; 21. Interest rates range accrual swap; Part IV. 2D Quantum Fields: 22. Two dimensional quantum electrodynamics; 23. Bosonic string theory; 24. Futures asset prices; 25. Epilogue; References; Index.
Recenzii
'This book could be just the volume for someone wanting to make the transition from calculating matrix elements to designing financial instruments, from spinors to swaps or from operators to options … The book's structure interleaves traditional lessons in quantum field theory with topics in econophysics, producing a rather novel result.' Stephen J. Blundell, Contemporary Physics
Notă biografică
Descriere
An introduction to how the mathematical tools from quantum field theory can be applied to economics and finance.