Physics of Finance
Gauge Modelling in Non-equilibrium Pricing
By (author) Kirill Illinski
Normal Price: $370.49
Your Price: $333.44 AUD, inc. GST
Shipping: $7.95 per order
You Save: $37.05! (10% off normal price)
Plus...earn $16.67 in Boomerang Bucks
Availability: Available, ships in 8-11 days
Physics of Finance by Kirill Illinski
Book DescriptionOne of the newest and most controversial approaches to financial pricing. In Physics of Finance the author applies the methods of theoretical physics to financial economics to develop an altogether original method for pricing financial assets that steps outside the equilibrium paradigm in finance. In Physics of Finance, basic assumptions underlying equilibrium pricing are re--examined, the risk factors hidden in the implications of equilibrium theory and the potential profit in unstable markets are discussed and gauge modelling is introduced.
Buy Physics of Finance book by Kirill Illinski from Australia's Online Bookstore, Boomerang Books.
Book DetailsISBN: 9780471877387
(260mm x 186mm x 25mm)
Imprint: John Wiley & Sons Ltd
Publisher: John Wiley and Sons Ltd
Publish Date: 9-Jan-2001
Country of Publication: United Kingdom
» Have you read this book? We'd like to know what you think about it - write a review about Physics of Finance book by Kirill Illinski and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a member - it's free to sign up!)
Author Biography - Kirill Illinski
Kirill Ilinski graduated from the Physics Department of Leningrad State University. He received his PhD in mathematical physics from the Leningrad Branch of the Steklov Mathematical Institute of the Russian Academy of Sciences. He spent five years as a Research Fellow in the School of Physics at the University of Birmingham, where he became interested in applications of methods of theoretical physics to financial economics, and attracted the attention of both financial researchers and practitioners by introducing gauge modelling of asset prices out of equilibrium. He has written over 50 articles on financial mathematics, mathematical physics, mathematical methods in statistical physics and the theory of correlated systems. Dr Ilinski has joined the Equity Derivatives Desk at Chase Manhattan in London.
Phone: 1300 36 33 32 (9am-5pm Mon-Fri AEST) - International: +61 2 9960 7998 - Online Form
Address: Boomerang Books, 878 Military Road, Mosman Junction, NSW, 2088
© 2003-2017. All Rights Reserved. Eclipse Commerce Pty Ltd - ACN: 122 110 687 - ABN: 49 122 110 687