[下载]Quantum Finance - Baaquie

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书名：Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates
     作者：Belal E. Baaquie
     版次：2004
     格式：pdf非扫描版
     页数：334
     出版者：Basic Books
     简介：http://www.amazon.com/Quantum-Finance-Integrals-Hamiltonians-Interest/dp/0521840457
     附注：本书为量子金融参考用书之一，另外常见三本如下
               My Life as a Quant: Reflections on Physics and Finance by Emanuel Derman
               Physics of Finance: Gauge Modelling in Non-equilibrium Pricing by Kirill Ilinski
               Quantum Investing: Quantum Physics, Nanotechnology, and the Future of the Stock Market by Stephen Waite

Table of Contents
     1 Synopsis 1
     2 Introduction to finance 7
     3 Derivative securities 25
     4 Hamiltonians and stock options 45
     5 Path integrals and stock options 78
     6 Stochastic interest rates' Hamiltonians and path integrals 117
     7 Quantum field theory of forward interest rates 147
     8 Empirical forward interest rates and field theory models 191
     9 Field theory of treasury bonds' derivatives and hedging 217
     10 Field theory Hamiltonian of forward interest rates 251
     11 Conclusions 282
     A Mathematical background 284
     Brief glossary of financial terms 301
     Brief glossary of physics terms 303

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2007-11-27 03:37:00 上传

[下载]Quantum Finance - Baaquie
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