Quantum Field Theory for Economics and Finance
(Sprache: Englisch)
An introduction to how the mathematical tools from quantum field theory can be applied to economics and finance
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An introduction to how the mathematical tools from quantum field theory can be applied to economics and finance
Inhaltsverzeichnis zu „Quantum Field Theory for Economics and Finance “
Foreword; Preface; Acknowledgements; 1 Synopsis; Part I Introduction: 2 Quantum mechanics; 3 Classical field theory; 4 Acceleration action; 5 Option theory; 6 Path integral of asset prices; Part II Linear Quantum Fields: 7 Scalar quantum field; 8 Dirac spinor field; 9 Photon gauge field; 10 Forward interest rates' quantum field; 11 Risky interest rates' quantum fields; 12 Bonds: index-linked stochastic coupons; Part III Nonlinear Quantum Fields: 13 Operator expectation and S matrix; 14 Nonlinear scalar field: Feynman diagrams; 15 Renormalization; 16 I²-function; fixed points; 17 Renormalization group and phase transitions; 18 Effective action; 19 Nonlinear interest rates' quantum field; 20 Simulation of nonlinear interest rates; 21 Interest rates range accrual swap; Part IV 2D Quantum Fields: 22 Two dimensional quantum electrodynamics; 23 Bosonic string theory; 24 Futures asset prices; 25 Epilogue; References; Index
Bibliographische Angaben
- Autor: Belal Ehsan Baaquie
- 718 Seiten, Maße: 17,5 x 25 cm, Gebunden, Englisch
- Verlag: Cambridge University Press
- ISBN-10: 1108423159
- ISBN-13: 9781108423151
- Erscheinungsdatum: 08.03.2019
Sprache:
Englisch
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