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  1. Home
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  3. Quantum Finance
  • Cited by 149
Publisher:
Cambridge University Press
Online publication date:
February 2010
Print publication year:
2004
Online ISBN:
9780511617577
DOI:
https://doi.org/10.1017/CBO9780511617577
Subjects:
Economics, Econophysics and Financial Physics, Physics and Astronomy, Econometrics and Mathematical Methods
Information

Book description

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.

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