نظریه میدان کوانتومی برای اقتصاد و دارایی

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سال انتشار: 2018  |  تعداد صفحات: 714  |  حجم فایل: 14.29 مگابایت  |  زبان: انگلیسی
Quantum Field Theory for Economics and Finance
نویسنده:
Belal Ehsan Baaquie
ناشر:
Cambridge University Press
ISBN10:
1108423159
ISBN13:
9781108423151

 

عناوین مرتبط:


An introduction to how the mathematical tools from quantum field theory can be applied to economics and finance, providing a wide range of quantum mathematical techniques for designing financial instruments. The ideas of Lagrangians, Hamiltonians, state spaces, operators and Feynman path integrals are demonstrated to be the mathematical underpinning of quantum field theory, and which are employed to formulate a comprehensive mathematical theory of asset pricing as well as of interest rates, which are validated by empirical evidence. Numerical algorithms and simulations are applied to the study of asset pricing models as well as of nonlinear interest rates. A range of economic and financial topics are shown to have quantum mechanical formulations, including options, coupon bonds, nonlinear interest rates, risky bonds and the microeconomic action functional. This is an invaluable resource for experts in quantitative finance and in mathematics who have no specialist knowledge of quantum field theory.