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.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Baaquie, B. E.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge, U.K. ; New York : Cambridge University Press, ©2004.
Temas:
Stock options > Mathematical models.
Interest rates > Mathematical models.
Options d'achat d'actions > Modèles mathématiques.
Taux d'intérêt > Modèles mathématiques.
BUSINESS & ECONOMICS > Investments & Securities > Options.
Optiehandel.
Rente.
Wiskundige modellen.
Taux d'intérêt.
Option d'achat d'actions.
Modèle mathématique.
Théorie quantique.
Mathématique financière.
Finance.
Physics.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Foreword; Preface; Acknowledgments; 1 Synopsis; 2 Introduction to finance; 3 Derivative securities; 4 Hamiltonians and stock options; 5 Path integrals and stock options; 6 Stochastic interest rates' Hamiltoniansand path integrals; 7 Quantum field theory of forward interest rates; 8 Empirical forward interest rates and field theory models; 9 Field theory of Treasury Bonds' derivativesand hedging; 10 Field theory Hamiltonian of forward interest rates; 11 Conclusions; Appendix A Mathematical background; Brief Glossary of Financial Terms; Brief Glossary of Physics Terms; Main symbols.

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