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Quantum finance: path integrals and Hamiltonians for options and interest rates

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dc.contributor.authorBaaquie, Belal E.
dc.date.accessioned2017-08-03T05:57:46Z
dc.date.available2017-08-03T05:57:46Z
dc.date.issued2004
dc.description.abstractThis 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.
dc.identifier.citationBaaquie, Belal E. (2004). Quantum finance: path integrals and Hamiltonians for options and interest rates. Cambridge, United Kingdom: Cambridge University Press.
dc.identifier.isbn9780521840453
dc.identifier.urihttps://ikr.inceif.org/handle/INCEIF/2618
dc.languageEnglish
dc.language.isoen
dc.publisherCambridge University Press
dc.rights2004. Cambridge University Press
dc.sourceSEDONA
dc.subjectStock options
dc.subjectInterest rates
dc.subjectMathematical models
dc.titleQuantum finance: path integrals and Hamiltonians for options and interest rates
dc.typeBook
dspace.entity.typePublication
ikr.doctypeScholarly Works
ikr.licenseAvailable in physical copy only
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