株式会社極東書店トップ ＞ 商品一覧 ＞ Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates.
商品詳細
Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates.
・ISBN 978-0-521-71478-5 paper GB£ 64.00
￥20,275.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
お気に入り
★★★
| 著者・編者 | Baaquie, Belal E., |
|---|---|
| 出版社 | (Cambridge University Press, UK) |
| 出版年月 | 2007 |
| ページ数 | 336 pp. |
| 言語 | ENG |
| ニュース番号 | ＜A03-14432＞ |
解説
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.