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Quantum finance : path integrals and Hamiltonians for options and interest rates
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ISBN: 0521840457 0521714788 1107162777 0511265409 051126612X 0511331630 0511617577 1280750138 0511263864 0511264690 9780511266126 9780511263866 9780511264696 0511262264 9780511262265 9780511265402 9780511617577 9786610750139 6610750130 9780521840453 9780521714785 9781280750137 Year: 2004 Publisher: Cambridge, U.K. ; New York : Cambridge University Press,

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This book 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. The present book offers a formulation that is completely independent of that approach. As such many results emerge from the ideas developed by the author. 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.


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Mathematical methods and quantum mathematics for economics and finance
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ISBN: 9811566119 9811566100 Year: 2020 Publisher: Singapore : Springer,

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Given the rapid pace of development in economics and finance, a concise and up-to-date introduction to mathematical methods has become a prerequisite for all graduate students, even those not specializing in quantitative finance. This book offers an introductory text on mathematical methods for graduate students of economics and finance–and leading to the more advanced subject of quantum mathematics. The content is divided into five major sections: mathematical methods are covered in the first four sections, and can be taught in one semester. The book begins by focusing on the core subjects of linear algebra and calculus, before moving on to the more advanced topics of probability theory and stochastic calculus. Detailed derivations of the Black-Scholes and Merton equations are provided – in order to clarify the mathematical underpinnings of stochastic calculus. Each chapter of the first four sections includes a problem set, chiefly drawn from economics and finance. In turn, section five addresses quantum mathematics. The mathematical topics covered in the first four sections are sufficient for the study of quantum mathematics, and the topics covered focus on analyzing Black-Scholes option theory and Merton’s theory of corporate debt.


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Conformal field theory, anomalies and superstrings
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ISBN: 9971504464 Year: 1988 Publisher: Singapore World scientific

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Quantum computers : theory and algorithms
Authors: ---
ISBN: 9811975175 9811975167 Year: 2023 Publisher: Singapore : Springer,

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This book presents various theories and algorithms to create a quantum computer. The concept of the classical and quantum computers, and the concept of circuits and gates are reviewed. The example of the Deutsch and the Deutsch-Josca algorithm is discussed to illustrate some key features of quantum computing. The Grover algorithm, considered to be of major milestone of the subject, is discussed in detail to exemplify the techniques used in computer algorithms. The role of quantum superposition (also called quantum parallelism) and of quantum entanglement is discussed in order to understand the key advantages of a quantum over a classical computer.

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