书名:Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates
作者:Belal E. Baaquie
版次:2004
格式:pdf非扫描版
页数:334
出版者:Basic Books
简介:http://www.amazon.com/Quantum-Finance-Integrals-Hamiltonians-Interest/dp/0521840457
附注:本书为量子金融参考用书之一,另外常见三本如下
My Life as a Quant: Reflections on Physics and Finance by Emanuel Derman
Physics of Finance: Gauge Modelling in Non-equilibrium Pricing by Kirill Ilinski
Quantum Investing: Quantum Physics, Nanotechnology, and the Future of the Stock Market by Stephen Waite
Table of Contents
1 Synopsis 1
2 Introduction to finance 7
3 Derivative securities 25
4 Hamiltonians and stock options 45
5 Path integrals and stock options 78
6 Stochastic interest rates' Hamiltonians and path integrals 117
7 Quantum field theory of forward interest rates 147
8 Empirical forward interest rates and field theory models 191
9 Field theory of treasury bonds' derivatives and hedging 217
10 Field theory Hamiltonian of forward interest rates 251
11 Conclusions 282
A Mathematical background 284
Brief glossary of financial terms 301
Brief glossary of physics terms 303
[此贴子已经被作者于2007-11-28 11:18:15编辑过]