Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates
Autor Belal E. Baaquieen Limba Engleză Paperback – 22 iul 2007
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Specificații
ISBN-13: 9780521714785
ISBN-10: 0521714788
Pagini: 336
Ilustrații: 5 tables
Dimensiuni: 168 x 243 x 18 mm
Greutate: 0.54 kg
Editura: Cambridge University Press
Colecția Cambridge University Press
Locul publicării:Cambridge, United Kingdom
ISBN-10: 0521714788
Pagini: 336
Ilustrații: 5 tables
Dimensiuni: 168 x 243 x 18 mm
Greutate: 0.54 kg
Editura: Cambridge University Press
Colecția Cambridge University Press
Locul publicării:Cambridge, United Kingdom
Cuprins
Foreword; Preface; Acknowledgements; 1. Synopsis; Part I. Fundamental Concepts of Finance: 2. Introduction to finance; 3. Derivative securities; Part II. Systems with Finite Number of Degrees of Freedom: 4. Hamiltonians and stock options; 5. Path integrals and stock options; 6. Stochastic interest rates' Hamiltonians and path integrals; Part III. Quantum Field Theory of Interest Rates Models: 7. Quantum field theory of forward interest rates; 8. Empirical forward interest rates and field theory models; 9. Field theory of Treasury Bonds' derivatives and hedging; 10. Field theory Hamiltonian of forward interest rates; 11. Conclusions; Appendix A: mathematical background; Brief glossary of financial terms; Brief glossary of physics terms; List of main symbols; References; Index.
Notă biografică
Descriere
This book applies techniques from quantum mechanics and quantum field theory to financial physics.