Description 
xv, 316 pages : illustrations ; 26 cm 
Contents 
1. Synopsis  2. Introduction to finance  3. Derivative securities  4. Hamiltonians and stock options  5. Path integrals and stock options  6. Stochastic interest rates' Hamiltonians and path integrals  7. Quantum field theory of forward interest rates  8. Empirical forward interest rates and field theory models  9. Field theory of treasury bonds' derivatives and hedging  10. Field theory Hamiltonian of forward interest rates  11. Conclusions  A. Mathematical background  Brief glossary of financial terms  Brief glossary of physics terms 
Summary 
"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."BOOK JACKET 

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 
Analysis 
Finance 

Physics 
Notes 
Originally published: 2004 
Bibliography 
Includes bibliographical references (pages 310314) and index 
Subject 
Stock options  Mathematical models.


Interest rates  Mathematical models.

Author 
MyiLibrary.

LC no. 
2004045816 
ISBN 
0521840457 

9780521714785 

0521714788 
