The Path Integral Approach to Financial Modeling and Options Pricing：

1.Introduction

2.Risk Neutral Valuation and Wiener–Feynman Path Integrals
2.1. BLACK–SCHOLES EXAMPLE
2.2. THE FEYNMAN–KAC APPROACH TO PRICING PATH DEPENDENT OPTIONS

2.3. VALUATION OF MULTIASSET DERIVATIVES WITH GENERAL PARAMETERS


3. Evaluation of Path Integrals

4. Examples
4.1. WEIGHTED ASIAN OPTIONS
4.2. FLOATING BARRIER OPTIONS
4.3. LADDER LIKE BARRIERS


5. Conclusion


[金融学] 金融理论参考书籍汇总

[金融学] Ten Different Ways to Derive Black-Scholes Equation



[金融学] A Random Walk down Wall Street—pdf与英文mp3


[金融学]Fischer Black and the Revolutionary Idea of Finance



[金融学] 诺奖得主罗伯特希勒著作的链接地址


[金融学] 【资料推荐】金融工程中的蒙特卡洛方法


[金融学] 【资料推荐】新兴的交叉学科—金融物理学经典书籍（回帖送论坛币）


[讨论交流] 计算物理学公开课



[金融计量学] Glossary to ARCH(GARCH)


[金融计量学] Empirical Finance学习资料链接


[金融经济学] Why Stock Markets Crash_ Critical Events in Complex Financial Systems


[金融计量学] 金融计量学教材链接地址


[量化金融] Path Integrals in Financial Markets


[教材交流讨论] 【资料汇总】John Hull 期权期货及其他衍生产品—学习资料链接汇总


[教材交流讨论] 金融学前沿系列教材链接地址


[讨论交流] [随机过程高清书籍]Stochastic Processes：From Physics to Finance