Quantum finance : path integrals and Hamiltonians for options and interest rates /
This book is unique in that it applies the mathematics and concepts of quantum mechanics and quantum field theory to the modelling of interest rates and the theory of options. This pioneering work will be of use to anyone working in the field of finance and as a graduate text.
Clasificación: | Libro Electrónico |
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Autor principal: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Cambridge, U.K. ; New York :
Cambridge University Press,
©2004.
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Temas: | |
Acceso en línea: | Texto completo |
Sumario: | This book is unique in that it applies the mathematics and concepts of quantum mechanics and quantum field theory to the modelling of interest rates and the theory of options. This pioneering work will be of use to anyone working in the field of finance and as a graduate text. |
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Descripción Física: | 1 online resource (xv, 316 pages) |
Bibliografía: | Includes bibliographical references (pages 310-314) and index. |
ISBN: | 9780511266126 051126612X 0511263864 9780511263866 0511264690 9780511264696 0511262264 9780511262265 0511265409 9780511265402 9780511617577 0511617577 9786610750139 6610750130 9780521840453 0521840457 9780521714785 0521714788 |