01897nam a22003138i 4500001001600000003000700016008004100023020001800064020001800082020001800100035002000118041000800138082002800146100002800174245011700202264007100319300003800390336002600428337002600454338003600480500001300516520077500529650004001304650004101344856005501385932003201440596000601472949010501478CR9780511617577UkCbUP141103s2004||||enk o ||1 0|eng|d a9780511617577 a9780521840453 a9780521714785 a(Sirsi) a791802 aeng00a332.63/2283/01515392221 aBaaquie, B. E.,eauthor10aQuantum finance :bpath integrals and Hamiltonians for options and interest ratesh[E-Book] /cBelal E. Baaquie. 1aCambridge :bCambridge University Press,c2004e(CUP)fCUP20200108 a1 online resource (xv, 316 pages) atextbtxt2rdacontent acomputerbc2rdamedia aonline resourcebcr2rdacarrier aenglisch aThis 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. 0aStock optionsxMathematical models. 0aInterest ratesxMathematical models.40uhttps://doi.org/10.1017/CBO9780511617577zVolltext aCambridgeCore (Order 30059) a1 aXX(791802.1)wAUTOc1i791802-1001lELECTRONICmZBrNsYtE-BOOKu8/1/2020xUNKNOWNzUNKNOWN1ONLINE