An introduction to how the mathematical tools from quantum field theory can be applied to economics and financeHinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.
Belal Ehsan Baaquie is a Professor at The International Centre for Education in Islamic Finance. He received his training in theoretical physics at the California Institute of Technology and Cornell University, New York, specializing in quantum field theory. He later developed an interest in finance and economics, and started applying quantum mathematics to these fields. He has written two books on quantum finance: Quantum Finance (Cambridge, 2007) and Interest Rates and Coupon Bonds in Quantum Finance (Cambridge, 2009) in addition to several other books focusing on topics from quantum mechanics and mathematics to books on the leading ideas in science.
Inhaltsangabe
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. ß-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.
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. ß-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.
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