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＜図書＞
Quantum finance : path integrals and Hamiltonians for options and interest rates
| 責任表示 | Belal E. Baaquie |
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| データ種別 | 図書 |
| 出版情報 | Cambridge : Cambridge University Press , 2004 |
| 本文言語 | 英語 |
| 大きさ | xv, 316 p. : ill. ; 26 cm |
| 概要 | Financial mathematics is currently almost completely dominated by stochastic calculus. Presenting a completely independent approach, this book applies the mathematical and conceptual formalism of quan...um mechanics and quantum field theory (with particular emphasis on the path integral) to the theory of options and to the modeling of interest rates. Many new results, accordingly, emerge from the author's perspective. This book applies techniques from quantum mechanics and quantum field theory to financial physics. 続きを見る |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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: hbk. | 理系図3F 数理独自 | BAAQ/10/1 | 2004 |
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023212004005814 |
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書誌詳細
| 一般注記 | Includes bibliographical references (p. 310-314) and index Digitally printed version 2007 |
|---|---|
| 著者標目 | *Baaquie, B. E. |
| 件 名 | LCSH:Stock options -- Mathematical models
全ての件名で検索
LCSH:Interest rates -- Mathematical models 全ての件名で検索 |
| 分 類 | LCC:HG6042 DC22:332.63/2283/0151539 |
| 書誌ID | 1001403361 |
| ISBN | 0521840457 |
| NCID | BA6918544X |
| 巻冊次 | : hbk ; ISBN:0521840457 : pbk. ; ISBN:9780521714785 |
| 登録日 | 2009.11.02 |
| 更新日 | 2009.11.02 |