Path Integrals and Hamiltonians for Options and Interest Rates
By (author) Belal E. Baaquie
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Quantum Finance by Belal E. Baaquie
Book DescriptionThis 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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Book DetailsISBN: 9780521714785
(247mm x 174mm x 18mm)
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 23-Jul-2007
Country of Publication: United Kingdom
Books By Author Belal E. Baaquie
Path Integrals and Hamiltonians, Hardback (March 2014)
This book introduces the powerful and flexible combination of Hamiltonian operators and path integrals in quantum mathematics.
Interest Rates and Coupon Bonds in Quantum Finance, Hardback (September 2009)» View all books by Belal E. Baaquie
Provides physicists and mathematicians researching in finance, and professionals working in the finance industry, with a new perspective on finance.
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Author Biography - Belal E. Baaquie
BELAL BAAQUIE earned his PhD in Theoretical Physics from Cornell University. He has published over fifty papers in leading international journals on quantum field theory and related topics, and since 1997 has regularly published papers on applying quantum field theory to both the theoretical and empirical aspects of finance. He helped to launch the International Journal of Theoretical and Applied Finance in 1998 and continues to be one of the Managing Editors.
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