Quantum finance path integrals and Hamiltonians for options and interest rates

Baaquie, B. E.

Quantum finance path integrals and Hamiltonians for options and interest rates by Belal E. Baaquie. - Cambridge, U.K. New York Cambridge University Press c2004. - xv, 316 p. 26 cm.

Includes bibliographical references (p. 310-314) and index.

0521714788 9780521714785


Stock options--Mathematical models.
Interest rates--Mathematical models.

332.632 283 / B111Q