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Author Baaquie, B. E.

Title Quantum finance : path integrals and Hamiltonians for options and interest rates / Belal E. Baaquie
Published Cambridge, U.K. ; New York : Cambridge University Press, [2004]
Online access available from:
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Description 1 online resource (xv, 316 pages)
Contents Foreword; Preface; Acknowledgments; 1 Synopsis; 2 Introduction to finance; 3 Derivative securities; 4 Hamiltonians and stock options; 5 Path integrals and stock options; 6 Stochastic interest rates' Hamiltoniansand 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' derivativesand hedging; 10 Field theory Hamiltonian of forward interest rates; 11 Conclusions; Appendix A Mathematical background; Brief Glossary of Financial Terms; Brief Glossary of Physics Terms; Main symbols
Summary This book is unique in that it applies the mathematics and concepts of quantum mechanics and quantum field theory to the modelling of interest rates and the theory of options. This pioneering work will be of use to anyone working in the field of finance and as a graduate text
Bibliography Includes bibliographical references (pages 310-314) and index
Notes Print version record
Subject Interest rates -- Mathematical models.
Stock options -- Mathematical models.
Form Electronic book
LC no. 2004045816
ISBN 0511262264 (electronic bk. ; Adobe Reader)
0511265409 (electronic bk.)
051126612X (electronic bk.)
0511617577 (electronic book)
9780511262265 (electronic bk. ; Adobe Reader)
9780511265402 (electronic bk.)
9780511266126 (electronic bk.)
9780511617577 (electronic book)