Belal E.Baaquie – Quantum Finance
Belal E.Baaquie – Quantum Finance
Belal E.Baaquie – Quantum Finance
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Description
BELAL E.BAAQUIE – QUANTUM FINANCE
The mathematics and concepts of quantum mechanics and quantum field theory are applied to the modelling of interest rates and the theory of options. The focus is on path integrals and Hamiltonians. Financial mathematics is dominated by a certain type of math. The present book is completely independent of that approach. Many results come 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 be used for graduate courses in financial mathematics and financial physics.
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