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Quantum Finance / by B. Baaquie. [Electronic Resource]

By: Material type: Computer fileComputer filePublication details: Cambridge : Cambridge University Press, 2004Description: xvi, 316pISBN:
  • 9780511617577
Subject(s): DDC classification:
  • 332.632283 B111Q
Online resources: Summary: 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. Particular emphasis is placed on path integrals and Hamiltonians. Financial mathematics is dominated by stochastic calculus. The present book offers a formulation that is completely independent of that approach. As such many results emerge from the ideas developed by the author. This work will be of interest to physicists and mathematicians working in the field of finance, to quantitative analysts in banks and finance firms and to practitioners in the field of fixed income securities and foreign exchange. The book can also be used as a graduate text for courses in financial physics and financial mathematics.
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Holdings
Item type Home library Collection Call number Status Notes Date due Barcode Item holds
e-Book e-Book S. R. Ranganathan Learning Hub Online Textbook 332.632283 B111Q (Browse shelf(Opens below)) Available (e-Book For Access) Platform : Cambridge Core EB0446
Total holds: 0

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. Particular emphasis is placed on path integrals and Hamiltonians. Financial mathematics is dominated by stochastic calculus. The present book offers a formulation that is completely independent of that approach. As such many results emerge from the ideas developed by the author. This work will be of interest to physicists and mathematicians working in the field of finance, to quantitative analysts in banks and finance firms and to practitioners in the field of fixed income securities and foreign exchange. The book can also be used as a graduate text for courses in financial physics and financial mathematics.

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