Quantum finance: path integrals and Hamiltonians for options and interest rates
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 off...
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2004
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| Schlagworte: | |
| Online-Zugang: | BSB01 FHN01 UBW01 Volltext |
| Zusammenfassung: | 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 |
| Beschreibung: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Beschreibung: | 1 online resource (xv, 316 pages) |
| ISBN: | 9780511617577 |
| DOI: | 10.1017/CBO9780511617577 |
Internformat
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| 520 | |a 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 | ||
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Datensatz im Suchindex
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| dewey-ones | 332 - Financial economics |
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| dewey-search | 332.63/2283/0151539 |
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| dewey-tens | 330 - Economics |
| discipline | Physik Wirtschaftswissenschaften |
| doi_str_mv | 10.1017/CBO9780511617577 |
| format | Electronic eBook |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:39:20Z |
| institution | BVB |
| isbn | 9780511617577 |
| language | English |
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| spelling | Baaquie, B. E. Verfasser aut Quantum finance path integrals and Hamiltonians for options and interest rates Belal E. Baaquie Cambridge Cambridge University Press 2004 1 online resource (xv, 316 pages) txt rdacontent c rdamedia cr rdacarrier Title from publisher's bibliographic system (viewed on 05 Oct 2015) 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 Mathematisches Modell Stock options / Mathematical models Interest rates / Mathematical models Zinsstrukturtheorie (DE-588)4117720-4 gnd rswk-swf Zinsstrukturtheorie (DE-588)4117720-4 s 1\p DE-604 Erscheint auch als Druckausgabe 978-0-521-71478-5 Erscheint auch als Druckausgabe 978-0-521-84045-3 https://doi.org/10.1017/CBO9780511617577 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Baaquie, B. E. Quantum finance path integrals and Hamiltonians for options and interest rates Mathematisches Modell Stock options / Mathematical models Interest rates / Mathematical models Zinsstrukturtheorie (DE-588)4117720-4 gnd |
| subject_GND | (DE-588)4117720-4 |
| title | Quantum finance path integrals and Hamiltonians for options and interest rates |
| title_auth | Quantum finance path integrals and Hamiltonians for options and interest rates |
| title_exact_search | Quantum finance path integrals and Hamiltonians for options and interest rates |
| title_full | Quantum finance path integrals and Hamiltonians for options and interest rates Belal E. Baaquie |
| title_fullStr | Quantum finance path integrals and Hamiltonians for options and interest rates Belal E. Baaquie |
| title_full_unstemmed | Quantum finance path integrals and Hamiltonians for options and interest rates Belal E. Baaquie |
| title_short | Quantum finance |
| title_sort | quantum finance path integrals and hamiltonians for options and interest rates |
| title_sub | path integrals and Hamiltonians for options and interest rates |
| topic | Mathematisches Modell Stock options / Mathematical models Interest rates / Mathematical models Zinsstrukturtheorie (DE-588)4117720-4 gnd |
| topic_facet | Mathematisches Modell Stock options / Mathematical models Interest rates / Mathematical models Zinsstrukturtheorie |
| url | https://doi.org/10.1017/CBO9780511617577 |
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