quantum finance path integrals and hamiltonians for options and interest rates

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Quantum Finance

Author : Belal E. Baaquie
ISBN : 1139456393
Genre : Business & Economics
File Size : 66. 51 MB
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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.

Quantum Finance

Author : Belal E. Baaquie
ISBN : 0521714788
Genre : Business & Economics
File Size : 20. 59 MB
Format : PDF, Docs
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Financial mathematics is currently almost completely dominated by stochastic calculus. Presenting a completely independent approach, this book applies the mathematical and conceptual formalism of quantum mechanics and quantum field theory (with particular emphasis on the path integral) to the theory of options and to the modeling of interest rates. Many new results, accordingly, emerge from the author's perspective.

Quantum Finance

Author : B. E. Baaquie
ISBN : 0521840457
Genre : Science
File Size : 31. 75 MB
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This book applies techniques from quantum mechanics and quantum field theory to financial physics.

Interest Rates And Coupon Bonds In Quantum Finance

Author : Belal E. Baaquie
ISBN : 9781139483551
Genre : Science
File Size : 28. 56 MB
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The economic crisis of 2008 has shown that the capital markets need new theoretical and mathematical concepts to describe and price financial instruments. Focusing on interest rates and coupon bonds, this book does not employ stochastic calculus – the bedrock of the present day mathematical finance – for any of the derivations. Instead, it analyzes interest rates and coupon bonds using quantum finance. The Heath-Jarrow-Morton and the Libor Market Model are generalized by realizing the forward and Libor interest rates as an imperfectly correlated quantum field. Theoretical models have been calibrated and tested using bond and interest rates market data. Building on the principles formulated in the author's previous book (Quantum Finance, Cambridge University Press, 2004) this ground-breaking book brings together a diverse collection of theoretical and mathematical interest rate models. It will interest physicists and mathematicians researching in finance, and professionals working in the finance industry.

Path Integrals And Hamiltonians

Author : Belal E. Baaquie
ISBN : 9781107009790
Genre : Science
File Size : 80. 71 MB
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Introduces the powerful and flexible combination of Hamiltonian operators and path integrals in quantum mathematics.

Gender Through The Prism Of Difference

Author : Maxine Baca Zinn
ISBN : UVA:X004438332
Genre : Psychology
File Size : 36. 22 MB
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This engaging collection of readings presents a multifaceted view of contemporary gender relations. Using other inequalities such as race, class, and sexual orientation as a prism of difference, the readings present gender as it is situated in sexual, racial-ethnic, social class, physical abilities, age, and national citizenship contexts. In addition to articles about men, women, and sexual, and immigrant diversity, this reader also includes works on gender and globalization. The editors introduce this wide-ranging collection with a provocative analytical introduction that sets the stage for understanding gender as a socially constructed experience. Takes a sociological perspective on contemporary gender relations. Emphasizes the theme of difference or how other inequalities such as race, class, or age affect our gendered experiences. Presents a discussion of women's and men's issues. Includes articles on international and transnational factors in addition to the articles on U.S. gender relations. For anyone interested in Sociology of Gender, Women's Studies, Gender Roles, Sociology of Women, Women in Society, Race, Class, and Gender, Diversity, Feminist Theory, and Social Inequality.

Statistical Mechanics

Author : James Sethna
ISBN : 9780198566762
Genre : Computers
File Size : 24. 73 MB
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Sethna distills the core ideas of statistical mechanics to make room for new advances important to information theory, complexity, and modern biology. He explores everything from chaos through to life at the end of the universe.

Analytical Mechanics For Relativity And Quantum Mechanics

Author : Oliver Johns
ISBN : 9780191001628
Genre : Science
File Size : 83. 32 MB
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An innovative and mathematically sound treatment of the foundations of analytical mechanics and the relation of classical mechanics to relativity and quantum theory. It presents classical mechanics in a way designed to assist the student's transition to quantum theory.

Macroscopic Quantum Tunneling Of The Magnetic Moment

Author : Eugene M. Chudnovsky
ISBN : 0521022614
Genre : Science
File Size : 71. 12 MB
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This is the first book presenting a coherent theoretical and experimental treatment of the rapidly developing field of macroscopic quantum tunneling of the magnetic moment. The theory is based on the concept of the magnetic instanton and its renormalization by the dissipative environment. The book includes discussions of the tunneling of magnetic moment in small ferromagnetic grains, tunneling of the Ne'el vector in antiferromagnetic grains, quantum nucleation of magnetic domains, and quantum depinning of domain walls. The experimental part collects the majority of recent data that are, or may be, relevant to spin tunneling. Among the topics described are low temperature magnetic relaxation and its interpretation in various systems, experiments on single particles and mesoscopic wires, and resonant spin tunneling in molecular magnets. This study of an important new field in condensed matter physics by two leading contributors to the subject will be of interest to theorists and experimentalists alike.

Big Data Analysis New Algorithms For A New Society

Author : Nathalie Japkowicz
ISBN : 9783319269894
Genre : Computers
File Size : 68. 14 MB
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This edited volume is devoted to Big Data Analysis from a Machine Learning standpoint as presented by some of the most eminent researchers in this area. It demonstrates that Big Data Analysis opens up new research problems which were either never considered before, or were only considered within a limited range. In addition to providing methodological discussions on the principles of mining Big Data and the difference between traditional statistical data analysis and newer computing frameworks, this book presents recently developed algorithms affecting such areas as business, financial forecasting, human mobility, the Internet of Things, information networks, bioinformatics, medical systems and life science. It explores, through a number of specific examples, how the study of Big Data Analysis has evolved and how it has started and will most likely continue to affect society. While the benefits brought upon by Big Data Analysis are underlined, the book also discusses some of the warnings that have been issued concerning the potential dangers of Big Data Analysis along with its pitfalls and challenges.

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