Klicka på en bild för att gå till Google Book Search.
Laddar... Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Ratesav Belal E. Baaquie
Ingen/inga Laddar...
Gå med i LibraryThing för att få reda på om du skulle tycka om den här boken. Det finns inga diskussioner på LibraryThing om den här boken. Inga recensioner inga recensioner | lägg till en recension
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. Inga biblioteksbeskrivningar kunde hittas. |
Pågående diskussionerIngen/inga
Google Books — Laddar... GenrerMelvil Decimal System (DDC)332.63Social sciences Economics Finance Investing Personal InvestingKlassifikation enligt LCBetygMedelbetyg:
Är det här du? |