Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates - Image 1

£55.42

Cambridge University Press 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
Price: 52.62 GBP
Availability: InStock

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Description

This book applies the mathematics and concepts of quantum mechanics and quantum field theory to the modelling of interest rates and the theory of options. Particular emphasis is placed on path integrals and Hamiltonians. Financial mathematics is dominated by stochastic calculus. The present book offers a formulation that is completely independent of that approach. As such many results emerge from the ideas developed by the author. This work will be of interest to physicists and mathematicians working in the field of finance, to quantitative analysts in banks and finance firms and to practitioners in the field of fixed income securities and foreign exchange. The book can also be used as a graduate text for courses in financial physics and financial mathematics.

Product Specifications

Brand: Cambridge University Press
Format: Paperback
ASIN: 0521714788
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 20 September 2007
Listed Since: 16 May 2007

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Cambridge University Press Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates

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