Quantum Finance
作者:Belal E. Baaquie
出版社:Cambridge University Press
出版年:2004-11
页数:316|定价:USD 85.00
评分:
分类标签:经济学
ISBN:9780521840453
内容简介
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...
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