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
Analysis
Finance
Physics
Bibliography
Includes bibliographical references (pages 310-314) and index
