Quantum finance: path integrals and hamiltonians for options and interest rates
Auteur :
Baaquie, Belal E.
Éditeur :
Cambridge University Press
ISBN :
9780521714785
Date de publication :
23 juil. 2007
Dimensions :
24,3 x 16,8 x 1,8 cm
Poids :
544 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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. This work will be of use to anyone working in the field of finance and as a graduate text.