Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates
Publisher: Cambridge University Press | ISBN: 0521840457 | edition 2004 | PDF | 332 pages | 1,7 mb
http://depositfiles.com/files/hn1furljg
Financial mathematicsis currently almost completely dominated by stochastic calculus.Presenting a completely independent approach, this book applies themathematical and conceptual formalism of quantum mechanics and quantum field theory(with particular emphasis on the path integral) to the theory ofoptions and to the modeling of interest rates. Many new results,accordingly, emerge from the author's perspective.