國立虎尾科技大學 |

Quantum finance : = path integrals and Hamiltonians for options and interest rates /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Quantum finance :/ Belal E. Baaquie.
Reminder of title:	path integrals and Hamiltonians for options and interest rates /
Author:	Baaquie, B. E.,
Description:	1 online resource (xv, 316 pages) :digital, PDF file(s). :
Notes:	Title from publisher's bibliographic system (viewed on 05 Oct 2015).
Subject:	Stock options - Mathematical models. -
Online resource:	https://doi.org/10.1017/CBO9780511617577
ISBN:	9780511617577 (ebook)

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 /Belal E. Baaquie. - 1 online resource (xv, 316 pages) :digital, PDF file(s).

Title from publisher's bibliographic system (viewed on 05 Oct 2015).

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.

ISBN: 9780511617577 (ebook)Subjects--Topical Terms:

1442269
Stock options
--Mathematical models.

LC Class. No.: HG6042 / .B33 2004

Dewey Class. No.: 332.63/2283/0151539

Quantum finance : = path integrals and Hamiltonians for options and interest rates /
LDR:01811nam a2200289 i 4500 001 1124619
003 UkCbUP
005 20151005020622.0
006 m|||||o||d||||||||
007 cr||||||||||||
008 240926s2004||||enk o ||1 0|eng|d
020 $a 9780511617577 (ebook)
020 $z 9780521840453 (hardback)
020 $z 9780521714785 (paperback)
035 $a CR9780511617577
040 $a UkCbUP $b eng $e rda $c UkCbUP
050 0 0 $a HG6042 $b .B33 2004
082 0 0 $a 332.63/2283/0151539 $2 22
100 1 $a Baaquie, B. E., $e author. $3 1442268
245 1 0 $a Quantum finance : $b path integrals and Hamiltonians for options and interest rates / $c Belal E. Baaquie.
264 1 $a Cambridge : $b Cambridge University Press, $c 2004.
300 $a 1 online resource (xv, 316 pages) : $b digital, PDF file(s).
336 $a text $b txt $2 rdacontent
337 $a computer $b c $2 rdamedia
338 $a online resource $b cr $2 rdacarrier
500 $a Title from publisher's bibliographic system (viewed on 05 Oct 2015).
520 $a 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.
650 0 $a Stock options $x Mathematical models. $3 1442269
650 0 $a Interest rates $x Mathematical models. $3 669679
776 0 8 $i Print version: $z 9780521840453
856 4 0 $u https://doi.org/10.1017/CBO9780511617577