Quantum Finance
Subtitle: Path Integrals and Hamiltonians for Options and Interest Rates
Edition: 1 edition
Publisher: Cambridge University Press
Published: July 23, 2007
Language: eng
Format: Paperback
Number of pages: 332
ISBN-13: 9780521714785
Subjects: Applied mathematics; Finance; Science; Business / Economics / Finance; Science/Mathematics; Business Mathematics; Investments & Securities - Options; Physics; Business & Economics : Business Mathematics; Science / Physics; Science : Physics
First sentence: Two underlying themes run through this book: first, defining and analyzing the subject of quantitative finance in the conceptual and mathematical framework of quantum theory, with special emphasis on its path-integral formulation, and, second, the introduction of the techniques and methodology of quantum field theory in the study of interest rates.