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.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
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 applying quantum field theory to both the theoretical and empirical aspects of finance. He helped to launch the International Journal of Theoretical and Applied Finance in 1998 and continues to be one of the Managing Editors.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
EUR 17,35 expédition depuis Royaume-Uni vers France
Destinations, frais et délaisEUR 29,93 expédition depuis Etats-Unis vers France
Destinations, frais et délaisVendeur : Sizzler Texts, SAN GABRIEL, CA, Etats-Unis
Soft cover. Etat : New. Etat de la jaquette : New. International Edition. **International edition** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service. N° de réf. du vendeur ABE-8325968683
Quantité disponible : Plus de 20 disponibles
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
Etat : New. In. N° de réf. du vendeur ria9780521714785_new
Quantité disponible : Plus de 20 disponibles
Vendeur : Revaluation Books, Exeter, Royaume-Uni
Paperback. Etat : Brand New. 1st edition. 332 pages. 9.40x6.70x0.80 inches. In Stock. This item is printed on demand. N° de réf. du vendeur __0521714788
Quantité disponible : 1 disponible(s)
Vendeur : Chiron Media, Wallingford, Royaume-Uni
Paperback. Etat : New. N° de réf. du vendeur 6666-IUK-9780521714785
Quantité disponible : 10 disponible(s)
Vendeur : moluna, Greven, Allemagne
Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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. This work will be of use to anyone working in the field of finance and as a graduate text.&Uum. N° de réf. du vendeur 446945485
Quantité disponible : Plus de 20 disponibles
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
Etat : New. N° de réf. du vendeur 5222323-n
Quantité disponible : Plus de 20 disponibles
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Etat : New. N° de réf. du vendeur 5222323-n
Quantité disponible : Plus de 20 disponibles
Vendeur : California Books, Miami, FL, Etats-Unis
Etat : New. N° de réf. du vendeur I-9780521714785
Quantité disponible : Plus de 20 disponibles
Vendeur : Books Puddle, New York, NY, Etats-Unis
Etat : New. pp. 336 Index. N° de réf. du vendeur 26607268
Quantité disponible : 4 disponible(s)
Vendeur : CitiRetail, Stevenage, Royaume-Uni
Paperback. Etat : new. Paperback. 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. Financial mathematics is currently almost completely dominated by stochastic calculus. Presenting a completely independent approach, this book applies the mathematical and conceptual formalism of quantum mechanics and quantum field theory (with particular emphasis on the path integral) to the theory of options and to the modeling of interest rates. Many new results, accordingly, emerge from the author's perspective. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. N° de réf. du vendeur 9780521714785
Quantité disponible : 1 disponible(s)