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Chukchi
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New Book - Interest Rates and Coupon Bonds in Quantum Finance by Belal A. Baaquie

December 3rd, 2004, 7:57 pm

Quantum Finance : Path Integrals and Hamiltonians for Options and Interest Ratesby Belal E. BaaquieHardcover: 332 pages Publisher: Cambridge University Press (November 15, 2004) ISBN: 0521840457 Table of ContentsForeword;Preface; 1. Synopsis; Part I. Fundamental Concepts of Finance: 2. Introduction to finance; 3. Derivative securities; Part II. Systems with finite number of degrees of freedom: 4. Hamiltonians and stock options; 5. Path integrals and stock options; 6. Stochastic interest rates? Hamiltonians and path integrals; Part III. Quantum Field Theory of Interest Rates Models: 7. Quantum field theory of forward interest rates; 8. Empirical forward interest rates and field theory models; 9. Field theory of derivatives and hedging of treasury bonds; 10. Field theory Hamiltonian of forward interest rates; 11. Conclusions; A. Mathematical background; Brief glossary of financial terms; Brief glossary of physics terms; List of main symbols.
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jfuqua
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New Book - Interest Rates and Coupon Bonds in Quantum Finance by Belal A. Baaquie

February 18th, 2006, 9:31 pm

Has anyone read it ? It has almost continuously been on the library shelf since purchased whereas the Jan Dash book is almost continuously checked out, though that can mean various things. It seemed with all the introduction that a book like this has to do [alot of books have to] that much of it is probably covered in his earlier papers---but I've been too lazy to check. I've wondered the same about the Jan Dash book. I have his earlier papers but since they don't seem to have been available for years, I guess that is a moot point for people interested in the book.
 
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TraderJoe
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New Book - Interest Rates and Coupon Bonds in Quantum Finance by Belal A. Baaquie

February 19th, 2006, 1:21 am

QuoteOriginally posted by: ChukchiQuantum Finance : Path Integrals and Hamiltonians for Options and Interest Ratesby Belal E. BaaquieHardcover: 332 pages Publisher: Cambridge University Press (November 15, 2004) ISBN: 0521840457 Table of ContentsForeword;Preface; 1. Synopsis; Part I. Fundamental Concepts of Finance: 2. Introduction to finance; 3. Derivative securities; Part II. Systems with finite number of degrees of freedom: 4. Hamiltonians and stock options; 5. Path integrals and stock options; 6. Stochastic interest rates? Hamiltonians and path integrals; Part III. Quantum Field Theory of Interest Rates Models: 7. Quantum field theory of forward interest rates; 8. Empirical forward interest rates and field theory models; 9. Field theory of derivatives and hedging of treasury bonds; 10. Field theory Hamiltonian of forward interest rates; 11. Conclusions; A. Mathematical background; Brief glossary of financial terms; Brief glossary of physics terms; List of main symbols.That's pretty funny.
 
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unkpath
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New Book - Interest Rates and Coupon Bonds in Quantum Finance by Belal A. Baaquie

February 19th, 2006, 1:40 am

QuoteOriginally posted by: jfuquaHas anyone read it ? It has almost continuously been on the library shelf since purchased whereas the Jan Dash book is almost continuously checked out, though that can mean various things. It seemed with all the introduction that a book like this has to do [alot of books have to] that much of it is probably covered in his earlier papers---but I've been too lazy to check. I've wondered the same about the Jan Dash book. I have his earlier papers but since they don't seem to have been available for years, I guess that is a moot point for people interested in the book.The scope of each book is very different. The Dash book is a handbook written by an ex-physicist with lots of industry experience. It has some problems, but the chapters on path integrals and financial options valuation are very good. Of course his book covers a lot more ground. The Baaquie book is more like a research monograph written by some academic.
 
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ppauper
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New Book - Interest Rates and Coupon Bonds in Quantum Finance by Belal A. Baaquie

February 19th, 2006, 5:09 pm

QuoteOriginally posted by: jfuquaI've wondered the same about the Jan Dash book. I have his earlier papers but since they don't seem to have been available for years, I guess that is a moot point for people interested in the book.?were those papers never published, since if they were in a journal, you could go to any university library and take a look
 
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ppauper
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New Book - Interest Rates and Coupon Bonds in Quantum Finance by Belal A. Baaquie

February 19th, 2006, 5:10 pm

QuoteOriginally posted by: ChukchiQuantum Finance : Path Integrals and Hamiltonians for Options and Interest Ratesby Belal E. BaaquieHardcover: 332 pages Publisher: Cambridge University Press (November 15, 2004) ISBN: 0521840457 looks really good !
 
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jfuqua
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New Book - Interest Rates and Coupon Bonds in Quantum Finance by Belal A. Baaquie

February 19th, 2006, 7:28 pm

PPAUPER, I assume you were asking about the Dash papers being published. The only ones I know of by him are below with only the first being in a journal.Dash Jan 'Functional Path Integrals & the Average Bond Price' Centre de Physique Theorique Marseille 7/86 Dash Jan 'Path Integrals & Options' 7/93 for SIAM Annual Conference Dash Jan 'Path Integrals & Options-I' Centre de Physique Theorique Marseille 3/88Dash Jan 'Path Integrals & Options-II One Factor Term Structure Models' Centre de Physique Theorique Marseille 9/89
 
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TraderJoe
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New Book - Interest Rates and Coupon Bonds in Quantum Finance by Belal A. Baaquie

February 19th, 2006, 10:40 pm

QuoteOriginally posted by: ppauperQuoteOriginally posted by: ChukchiQuantum Finance : Path Integrals and Hamiltonians for Options and Interest Ratesby Belal E. BaaquieHardcover: 332 pages Publisher: Cambridge University Press (November 15, 2004) ISBN: 0521840457 looks really good !Don't judge a book by it's cover.
 
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WilmottBookshop
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New Book - Interest Rates and Coupon Bonds in Quantum Finance by Belal A. Baaquie

February 20th, 2006, 8:05 am

Quantum Finance is available for £43.20 through the Wilmott bookshop.Claire
 
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ppauper
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New Book - Interest Rates and Coupon Bonds in Quantum Finance by Belal A. Baaquie

February 20th, 2006, 1:13 pm

QuoteOriginally posted by: TraderJoeQuoteOriginally posted by: ppauperlooks really good !Don't judge a book by it's cover.how about by its list of contents, which also looks good
 
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ppauper
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New Book - Interest Rates and Coupon Bonds in Quantum Finance by Belal A. Baaquie

February 20th, 2006, 1:15 pm

QuoteOriginally posted by: jfuquaPPAUPER, I assume you were asking about the Dash papers being published.exactlyI was curious why "they don't seem to have been available for years"Quote The only ones I know of by him are below with only the first being in a journal.so basically the rest are preprints and a what 15 minute presentation at a SIAM conference
 
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jfuqua
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New Book - Interest Rates and Coupon Bonds in Quantum Finance by Belal A. Baaquie

February 26th, 2006, 10:45 pm

Quote--------------------------------------------------------------------------------Originally posted by: jfuquaPPAUPER, I assume you were asking about the Dash papers being published.--------------------------------------------------------------------------------exactlyI was curious why "they don't seem to have been available for years"Quote--------------------------------------------------------------------------------The only ones I know of by him are below with only the first being in a journal.--------------------------------------------------------------------------------============================================ It is surprising what has not been published. For example El Karoui, Lepage et al 'Arbitrage Pricing & Hedging of Interest Rate Claims with State Variables' Parts I and II and 'Valuation & Hedging of Contingent Claims with Markovian Interest Rates' or Mark Garman 'A General Theory of Asset Valuation under Diffusion State Processes' all of which are often quoted [esp. the Garman paper] by those who have seen them
 
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phenomenologist
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New Book - Interest Rates and Coupon Bonds in Quantum Finance by Belal A. Baaquie

February 27th, 2006, 7:43 pm

QuoteOriginally posted by: ppauperQuoteOriginally posted by: jfuquaPPAUPER, I assume you were asking about the Dash papers being published.exactlyI was curious why "they don't seem to have been available for years"Quote The only ones I know of by him are below with only the first being in a journal.so basically the rest are preprints and a what 15 minute presentation at a SIAM conferenceWhy do you care? Wasn't everything published in Jan Dash's book anyway?Or do you think something is still missing?
 
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ppauper
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New Book - Interest Rates and Coupon Bonds in Quantum Finance by Belal A. Baaquie

February 28th, 2006, 2:03 pm

QuoteOriginally posted by: phenomenologistQuoteOriginally posted by: ppauperQuoteOriginally posted by: jfuquaPPAUPER, I assume you were asking about the Dash papers being published.exactlyI was curious why "they don't seem to have been available for years"Quote The only ones I know of by him are below with only the first being in a journal.so basically the rest are preprints and a what 15 minute presentation at a SIAM conferenceWhy do you care? Wasn't everything published in Jan Dash's book anyway?Or do you think something is still missing?"care" is the wrong word."surprised" that they were never peer-reviewed (or maybe they were and were rejected ?) is a better way to put it.
 
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quantmeh
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New Book - Interest Rates and Coupon Bonds in Quantum Finance by Belal A. Baaquie

April 8th, 2007, 8:36 pm

So, did anybody read the book in question?I just got it from the library, and plan to read it over coming 2-3 weeks, if time permitscheers!
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