Quantum Field Theory for Economics and Finance (Hardcover)
 
作者: Belal Ehsan Baaquie 
分類: Economic statistics ,
Quantum physics (quantum mechanics & quantum field theory) ,
Statistical physics  
書城編號: 1471215


售價: $2184.00

購買後立即進貨, 約需 18-25 天

 
 
出版社: Cambridge University Press
出版日期: 2018/08/23
尺寸: 247x174x64mm
重量: 1777 grams
ISBN: 9781108423151

商品簡介
An introduction to how the mathematical tools from quantum field theory can be applied to economics and finance, providing a wide range of quantum mathematical techniques for designing financial instruments. The ideas of Lagrangians, Hamiltonians, state spaces, operators and Feynman path integrals are demonstrated to be the mathematical underpinning of quantum field theory, and which are employed to formulate a comprehensive mathematical theory of asset pricing as well as of interest rates, which are validated by empirical evidence. Numerical algorithms and simulations are applied to the study of asset pricing models as well as of nonlinear interest rates. A range of economic and financial topics are shown to have quantum mechanical formulations, including options, coupon bonds, nonlinear interest rates, risky bonds and the microeconomic action functional. This is an invaluable resource for experts in quantitative finance and in mathematics who have no specialist knowledge of quantum field theory.
Belal Ehsan Baaquie 作者作品表

Quantum Computers: Theory and Algorithms (2023) (Paperback)

Paradigms Powering China's Rise: A Historical Perspective (Hardcover)

Quantum Computers: Theory and Algorithms (2023) (Hardcover)

eBook: Mathematical Methods and Quantum Mathematics for Economics and Finance (DRM PDF)

Quantum Field Theory for Economics and Finance (Hardcover)

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