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Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates

Belal E. Baaquie




[PDF.xv98] Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates

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 | #2878435 in eBooks |  2007-07-23 |  2007-07-23 | File type: PDF

||2 of 7 people found the following review helpful.| Very Good Book!|By Irma S.|I bought it to start up with a course on Economy, but then after I used it to start my Ph. D. So good it is.|About the Author|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 applyi

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 physici...

You can specify the type of files you want, for your device.Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates   |  Belal E. Baaquie. Which are the reasons I like to read books. Great story by a great author.

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