TY - BOOK ID - 4820449 TI - Quantum finance : path integrals and Hamiltonians for options and interest rates PY - 2004 SN - 0521840457 0521714788 1107162777 0511265409 051126612X 0511331630 0511617577 1280750138 0511263864 0511264690 9780511266126 9780511263866 9780511264696 0511262264 9780511262265 9780511265402 9780511617577 9786610750139 6610750130 9780521840453 9780521714785 9781280750137 PB - Cambridge, U.K. ; New York : Cambridge University Press, DB - UniCat KW - Stock options KW - Interest rates KW - Options d'achat d'actions KW - Taux d'intérêt KW - Mathematical models KW - Modèles mathématiques KW - AA / International- internationaal KW - 305.91 KW - 305.7 KW - 333.831.0 KW - Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles. KW - Econometrie van het gedrag van de financiële tussenpersonen. Monetaire econometrische modellen. Monetaire agregaten. vraag voor geld. Krediet. Rente. KW - Evolutie van de rentetarieven naar de duur van de bedragen. Verband tussen de diverse rentetarieven: algemeenheden. KW - Mathematical models. KW - Taux d'intérêt KW - Modèles mathématiques KW - Options, Stock KW - Options (Finance) KW - Econometrie van het gedrag van de financiële tussenpersonen. Monetaire econometrische modellen. Monetaire agregaten. vraag voor geld. Krediet. Rente KW - Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles KW - Evolutie van de rentetarieven naar de duur van de bedragen. Verband tussen de diverse rentetarieven: algemeenheden KW - Physics KW - General and Others UR - https://www.unicat.be/uniCat?func=search&query=sysid:4820449 AB - 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. ER -