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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on November 17th, 2011, 11:00 pm, edited 1 time in total.