000			01405nmm a2200193Ia 4500
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020			_a9780511617577
082			_a332.632283 _bB111Q
100			_aBaaquie, B. _eAuthor _lEnglish _92047
245		0	_aQuantum Finance _c/ by B. Baaquie. _h[Electronic Resource]
260			_aCambridge _b: Cambridge University Press, _c2004
300			_axvi, 316p.
520			_aThis 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.
650			_aEconometrics _9952
650			_aFinancial Physics _92048
650			_aQuantum Finance _92049
856			_uhttps://doi.org/10.1017/CBO9780511617577 _qPDF _yClick to Access the Online Book
942			_cEBK _nYes
999			_c12306 _d12306