QUANTUM FINANCE: PATH INTEGRALS AND HAMILTONIANS FOR OPTIONS AND INTEREST RATES
Passe o mouse na imagem para ver detalhes Ampliar

QUANTUM FINANCE: PATH INTEGRALS AND HAMILTONIANS FOR OPTIONS AND INTEREST RATES

The primary aim of this book is to apply 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. Financial mathematics is currently almost completely dominated by stochastic calculus. What is unique about the present book is that it offers a formulation completely independent of that approach. Many new results emerge from the ideas developed by the author.
Editora: CAMBRIDGE UNIVERSITY PRESS
ISBN: 0521714788
ISBN13: 9780521714785
Edição: 1ª Edição - 2007
Número de Páginas: 332
Acabamento: PAPERBACK
por R$ 471,45 4x de R$ 117,86 sem juros