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.
"synopsis" may belong to another edition of this title.
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.
"About this title" may belong to another edition of this title.
£ 13.14 shipping from U.S.A. to United Kingdom
Destination, rates & speeds£ 26.06 shipping from U.S.A. to United Kingdom
Destination, rates & speedsSeller: ThriftBooks-Dallas, Dallas, TX, U.S.A.
Hardcover. Condition: Very Good. No Jacket. Missing dust jacket; May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 1.94. Seller Inventory # G0521840457I4N01
Quantity: 1 available
Seller: SecondSale, Montgomery, IL, U.S.A.
Condition: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc. Seller Inventory # 00089043145
Quantity: 1 available
Seller: Sizzler Texts, SAN GABRIEL, CA, U.S.A.
Soft cover. Condition: New. Dust Jacket Condition: 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. Seller Inventory # ABE-8325968685
Quantity: Over 20 available
Seller: Aideo Books, San Marino, CA, U.S.A.
Trade paperback. Condition: New in new dust jacket. First 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. Sewn binding. Cloth over boards. 332 p. Audience: General/trade. Seller Inventory # K107A0000229
Quantity: 4 available
Seller: Toscana Books, AUSTIN, TX, U.S.A.
Hardcover. Condition: new. Excellent Condition.Excels in customer satisfaction, prompt replies, and quality checks. Seller Inventory # Scanned0521840457
Quantity: 1 available