Quantum field theory for economics and finance:
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 a...
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2018
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| Schlagworte: | |
| Online-Zugang: | BSB01 FHN01 UBA01 Volltext |
| Zusammenfassung: | 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 |
| Beschreibung: | Title from publisher's bibliographic system (viewed on 31 Aug 2018) |
| Beschreibung: | 1 Online-Ressource (xxvi, 690 Seiten) |
| ISBN: | 9781108399685 |
| DOI: | 10.1017/9781108399685 |
Internformat
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Datensatz im Suchindex
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| author | Baaquie, Belal E. |
| author_GND | (DE-588)171927850 |
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| author_sort | Baaquie, Belal E. |
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| building | Verbundindex |
| bvnumber | BV045242398 |
| collection | ZDB-20-CBO |
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| dewey-ones | 330 - Economics |
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| dewey-search | 330.01/530143 |
| dewey-sort | 3330.01 6530143 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| doi_str_mv | 10.1017/9781108399685 |
| format | Electronic eBook |
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| id | DE-604.BV045242398 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T08:12:35Z |
| institution | BVB |
| isbn | 9781108399685 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-030630579 |
| oclc_num | 1057790100 |
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| owner_facet | DE-12 DE-92 DE-384 |
| physical | 1 Online-Ressource (xxvi, 690 Seiten) |
| psigel | ZDB-20-CBO ZDB-20-CBO BSB_PDA_CBO ZDB-20-CBO FHN_PDA_CBO |
| publishDate | 2018 |
| publishDateSearch | 2018 |
| publishDateSort | 2018 |
| publisher | Cambridge University Press |
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| spelling | Baaquie, Belal E. Verfasser (DE-588)171927850 aut Quantum field theory for economics and finance Belal Ehsan Baaquie, The International Centre for Education in Islamic Finance Cambridge Cambridge University Press 2018 1 Online-Ressource (xxvi, 690 Seiten) txt rdacontent c rdamedia cr rdacarrier Title from publisher's bibliographic system (viewed on 31 Aug 2018) 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 Economics / Mathematical models Finance / Mathematical models Quantum field theory Erscheint auch als Druck-Ausgabe 978-1-108-42315-1 https://doi.org/10.1017/9781108399685 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Baaquie, Belal E. Quantum field theory for economics and finance Economics / Mathematical models Finance / Mathematical models Quantum field theory |
| title | Quantum field theory for economics and finance |
| title_auth | Quantum field theory for economics and finance |
| title_exact_search | Quantum field theory for economics and finance |
| title_full | Quantum field theory for economics and finance Belal Ehsan Baaquie, The International Centre for Education in Islamic Finance |
| title_fullStr | Quantum field theory for economics and finance Belal Ehsan Baaquie, The International Centre for Education in Islamic Finance |
| title_full_unstemmed | Quantum field theory for economics and finance Belal Ehsan Baaquie, The International Centre for Education in Islamic Finance |
| title_short | Quantum field theory for economics and finance |
| title_sort | quantum field theory for economics and finance |
| topic | Economics / Mathematical models Finance / Mathematical models Quantum field theory |
| topic_facet | Economics / Mathematical models Finance / Mathematical models Quantum field theory |
| url | https://doi.org/10.1017/9781108399685 |
| work_keys_str_mv | AT baaquiebelale quantumfieldtheoryforeconomicsandfinance |