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Cambridge University Press Quantum Field Theory for Economics and Finance

Name: Quantum Field Theory for Economics and Finance
Brand: Cambridge University Press

Econometrics

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An introduction to how the mathematical tools from quantum field theory can be applied to economics and finance, providing a wide range of quantum mathematical techniques for designing financial instruments. The ideas of Lagrangians, Hamiltonians, state spaces, operators and Feynman path integrals are demonstrated to be the mathematical underpinning of quantum field theory, and which are employed to formulate a comprehensive mathematical theory of asset pricing as well as of interest rates, which are validated by empirical evidence. Numerical algorithms and simulations are applied to the study of asset pricing models as well as of nonlinear interest rates. A range of economic and financial topics are shown to have quantum mechanical formulations, including options, coupon bonds, nonlinear interest rates, risky bonds and the microeconomic action functional. This is an invaluable resource for experts in quantitative finance and in mathematics who have no specialist knowledge of quantum field theory.

Product Specifications

Brand: Cambridge University Press
Format: hardcover
ASIN: 1108423159
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 23 August 2018
Listed Since: 19 December 2017

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Cambridge University Press Quantum Field Theory for Economics and Finance

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