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Quantum Finance

Path Integrals and Hamiltonians for Options and Interest Rates

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Paperback | 20 September 2007

At a Glance

Paperback
336 Pages

Dimensions(cm)
24.41 x 16.99 x 1.78

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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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You Can Find This Book In

Non-Fiction Accounting & Finance Finance Investment & Securities Business & Management Business Mathematics & Systems Science Physics Economics Econometrics Economic Statistics Mathematics

Applied Mathematics Mathematical Modelling

Foreword
Preface
Acknowledgements
Synopsis
Fundamental Concepts of Finance
Introduction to finance
Derivative securities
Systems with Finite Number of Degrees of Freedom
Hamiltonians and stock options
Path integrals and stock options
Stochastic interest ratesG++ Hamiltonians and path integrals
Quantum Field Theory of Interest Rates Models
Quantum field theory of forward interest rates
Empirical forward interest rates and field theory models
Field theory of Treasury Bonds' derivatives and hedging
Field theory Hamiltonian of forward interest rates
Conclusions
mathematical background
Brief glossary of financial terms
Brief glossary of physics terms
List of main symbols
References
Index
Table of Contents provided by Publisher. All Rights Reserved.

Quantum Finance

Path Integrals and Hamiltonians for Options and Interest Rates

At a Glance

Paperback

Shipping

How to return your order

Defective items

You Can Find This Book In

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