عنوان

Quantum field theory for economics and finance /

شابک

1108399681

شابک

1108503748

شابک

9781108399685

شابک

9781108503747

شابک اشتباه

1108423159

شابک اشتباه

9781108423151

عنوان اصلي

Quantum field theory for economics and finance /

نام عام مواد

[Book]

نام نخستين پديدآور

Belal Ehsan Baaquie, the International Centre for Education in Islamic Finance.

محل نشرو پخش و غیره

New York, NY :

نام ناشر، پخش کننده و غيره

Cambridge University Press,

تاریخ نشرو بخش و غیره

2018.

تاریخ نشرو بخش و غیره

©2018

نام خاص و کميت اثر

1 online resource (xxvi, 690 pages) :

ساير جزييات

illustrations

متن يادداشت

Includes bibliographical references (pages 680-685) and index.

متن يادداشت

Cover; Half-title; Title page; Copyright information; Dedication; Table of contents; Foreword; Preface; Acknowledgments; 1 Synopsis; 1.1 Organization of the book; 1.2 What is a quantum field?; Part I Introduction; 2 Quantum mechanics; 2.1 Introduction; 2.2 Quantum principles; 2.3 Theory of measurement; 2.4 Dirac delta function; 2.5 Schrödinger and Heisenberg formalism; 2.6 Feynman path integral; 2.7 Hamiltonian and path integral; 2.8 Hamiltonian from Lagrangian; 2.9 Summary; 2.10 Appendix: Dirac bracket and vector notation; 2.11 Appendix: Gaussian integration; 2.11.1 Quadratic action

متن يادداشت

2.11.2 Gaussian white noise3 Classical field theory; 3.1 Introduction; 3.2 Lagrangian mechanics; 3.3 Classical field equation; 3.4 Free scalar field; 3.5 Symmetries; 3.6 Noether's theorem; 3.7 Stress tensor; 3.7.1 Klein-Gordon field; 3.7.2 Electromagnetic field; 3.8 Spontaneous symmetry breaking; 3.9 Landau-Ginzburg Lagrangian; 3.9.1 Meissner effect; 3.10 Higgs mechanism; 3.11 Lorentz group; 3.12 Relativistic fields; 3.12.1 Scalar and vector fields; 3.12.2 Spinor fields; 3.13 Summary; 4 Acceleration action; 4.1 Action and Hamiltonian; 4.2 Transition amplitude: Hamiltonian

متن يادداشت

5.10 Option price: Baaquie-Yang (BY) model5.11 Martingale: Conditional probability; 5.12 Market time; 5.13 Empirical results; 5.13.1 Equity options; 5.13.2 FX options; 5.14 FX options and market instability; 5.14.1 Euro; 5.14.2 Swiss franc; 5.15 Summary; 6 Path integral of asset prices*; 6.1 Introduction; 6.2 Microeconomic potential; 6.3 Microeconomic action functional; 6.4 Equilibrium asset prices; 6.4.1 Expansion of potential; 6.5 Feynman perturbation expansion; 6.5.1 Auto-correlation; 6.5.2 Cross-correlation; 6.5.3 Cubic and quartic terms; 6.6 Nonlinear terms: Feynman diagrams

بدون عنوان

0

بدون عنوان

8

بدون عنوان

8

متن يادداشت

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.

عنوان

Quantum field theory for economics and finance.

شماره استاندارد بين المللي کتاب و موسيقي

9781108423151

موضوع مستند نشده

Economics-- Mathematical models.

موضوع مستند نشده

Finance-- Mathematical models.

موضوع مستند نشده

Quantum field theory.

موضوع مستند نشده

Économie politique-- Modèles mathématiques.

موضوع مستند نشده

Finances-- Modèles mathématiques.

موضوع مستند نشده

Théorie quantique des champs.

موضوع مستند نشده

BUSINESS & ECONOMICS-- Economics-- General.

موضوع مستند نشده

BUSINESS & ECONOMICS-- Reference.

موضوع مستند نشده

Economics-- Mathematical models.

موضوع مستند نشده

Finance-- Mathematical models.

موضوع مستند نشده

Quantum field theory.

موضوع مستند نشده

BUS-- 055000

موضوع مستند نشده

BUS-- 069000

شماره

ويراست

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Baaquie, B. E.

تاريخ عمليات

20200822150728.0

قواعد فهرست نويسي ( بخش توصيفي )

pn

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y