Book contents
- Frontmatter
- Contents
- Foreword
- Preface
- Acknowledgments
- 1 Synopsis
- Part I Fundamental concepts of finance
- Part II Systems with finite number of degrees of freedom
- 4 Hamiltonians and stock options
- 5 Path integrals and stock options
- 6 Stochastic interest rates' Hamiltonians and path integrals
- Part III Quantum field theory of interest rates models
- A Mathematical background
- Brief glossary of financial terms
- Brief glossary of physics terms
- List of main symbols
- References
- Index
5 - Path integrals and stock options
Published online by Cambridge University Press: 22 February 2010
Book contents
- Frontmatter
- Contents
- Foreword
- Preface
- Acknowledgments
- 1 Synopsis
- Part I Fundamental concepts of finance
- Part II Systems with finite number of degrees of freedom
- 4 Hamiltonians and stock options
- 5 Path integrals and stock options
- 6 Stochastic interest rates' Hamiltonians and path integrals
- Part III Quantum field theory of interest rates models
- A Mathematical background
- Brief glossary of financial terms
- Brief glossary of physics terms
- List of main symbols
- References
- Index
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- Quantum FinancePath Integrals and Hamiltonians for Options and Interest Rates, pp. 78 - 116Publisher: Cambridge University PressPrint publication year: 2004