Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates (Paperback) (ISBN-13: 9780521714785)

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.

Author: Belal E. Baaquie
ISBN-10: 0521714788
ISBN-13: 9780521714785
Publisher: Cambridge University Press
Language: English
Published: 07/23/2007
Pages: 336
Format: Paperback
Weight: 1.18lbs
Size: 9.61h x 6.69w x 0.70d