ENGLISH

Quantum finance: path integrals and Hamiltonians for options

By Belal E. Baaquie

Book information

Publisher
Cambridge University Press
Year
2004
ISBN
9780511264696, 9780511262265, 9780511266126, 9780521840453, 0521840457, 9780521714785, 0511264690, 0521714788
Open Library ID
OL22603220M
Language
english
Format
PDF
Filesize
2 MB (1660673 bytes)
Edition
1
Pages
334\334
Library
Kolxo3
Scanned
yes
Time added
2009-07-20 03:45:11

Description

Financial mathematics is currently almost completely dominated by stochastic calculus. Presenting a completely independent approach, this book applies the mathematical and conceptual formalism of quantum mechanics and quantum field theory (with particular emphasis on the path integral) to the theory of options and to the modeling of interest rates. Many new results, accordingly, emerge from the author's perspective.

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