Physics of Finance: Gauge Modelling in Non-Equilibrium Pricing

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9780471877387: Physics of Finance: Gauge Modelling in Non-Equilibrium Pricing

One of the newest and most controversial approaches to financial pricing. In Physics of Finance the author applies the methods of theoretical physics to financial economics to develop an altogether original method for pricing financial assets that steps outside the equilibrium paradigm in finance.
In Physics of Finance, basic assumptions underlying equilibrium pricing are re-examined, the risk factors hidden in the implications of equilibrium theory and the potential profit in unstable markets are discussed and gauge modelling is introduced.

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From the Back Cover:

In Physics of Finance Kirill Ilinski offers the first insight in book form into what could become a totally new approach to pricing financial assets.

Equilibrium asset pricing is a cornerstone of contemporary finance and is widely used for a variety of purposes, from asset allocation to risk management. However, recent events, such as the collapse of Long Term Capital Management has prompted the need to re-examine the basic assumptions underlying equilibrium pricing. In response, and based on several year's research and work that applies the methods of theoretical physics to financial economics, the author has developed an important new approach that steps outside the equilibrium paradigm in finance.

In Physics of Finance:
* Basic assumptions underlying equilibrium pricing are re-examined
* The risk factors hidden in the implications of equilibrium theory and the potential profit in unstable markets are discussed at length
* Gauge modelling, an important new approach to the problem of tackling non-equilibrium pricing, is introduced
Physics of Finance has the potential to set off a new wave of thinking in financial circles. Written by a respected physicist and endorsed by highly regarded financial academics, this book will certainly generate heated debate and keen controversy in the financial community, both in academic and professional circles. Proving invaluable traders and financial engineers. Physics of Finance could be the first major step in a new journey in finance.

"The author applies field theory to non-equilibrium market dynamics thus opening an entirely new view on the subject. The result is a highly entertaining read packed with novel ideas. It will be a constant source of inspiration for both theoretical physicists and financial analysts for years to come"
Oliver Brockhaus, Head of Equity Derivatives Research, Chase

"A fascinating book and an excellent read. Refreshingly different from the thousands of nondescript books on quantitative finance."
Paul Wilmott

From the Inside Flap:

There are already a number of different techniques employed in the world of international finance which claim to give the user an edge, provide a model to predict market behaviour or to price financial assets and derivatives accurately. Each of these techniques has its supporters and detractors, and while some methodologies, such as Black-Scholes, have become predominant, the financial world is constantly on the look-out for new theories which can better and more accurately help the analysts and traders.

Kirill Ilinski, who has been developing and publishing his theory over the past four years, offers in Physics of Finance what could become a totally new method of pricing financial assets, applying the techniques of physics to the world of finance. This book could prove to be the pivotal publication as the next generation of traders and financial engineers begin the search for the next significant stage in modern finance.

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Kirill Ilinski
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ISBN 10: 0471877387 ISBN 13: 9780471877387
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Descrizione libro Wiley, 2001. Hardcover. Condizione libro: New. book. Codice libro della libreria 0471877387

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Descrizione libro John Wiley and#38; Sons, 2001. HRD. Condizione libro: New. New Book.Shipped from US within 10 to 14 business days.THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice libro della libreria IP-9780471877387

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Descrizione libro John Wiley and#38; Sons, 2001. HRD. Condizione libro: New. New Book. Delivered from our US warehouse in 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND.Established seller since 2000. Codice libro della libreria IP-9780471877387

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Descrizione libro John Wiley & Sons, 2016. Paperback. Condizione libro: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Codice libro della libreria ria9780471877387_lsuk

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Descrizione libro Wiley, 2017. Hardcover. Condizione libro: New. This item is printed on demand. Codice libro della libreria 0471877387

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Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2001. Hardback. Condizione libro: New. 1. Auflage. Language: English . Brand New Book ***** Print on Demand *****.One of the newest and most controversial approaches to financial pricing. In Physics of Finance the author applies the methods of theoretical physics to financial economics to develop an altogether original method for pricing financial assets that steps outside the equilibrium paradigm in finance. In Physics of Finance, basic assumptions underlying equilibrium pricing are re--examined, the risk factors hidden in the implications of equilibrium theory and the potential profit in unstable markets are discussed and gauge modelling is introduced. Codice libro della libreria APC9780471877387

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Kirill Illinski
Editore: John Wiley and Sons Ltd, United Kingdom (2001)
ISBN 10: 0471877387 ISBN 13: 9780471877387
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Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2001. Hardback. Condizione libro: New. 1. Auflage. Language: English . Brand New Book ***** Print on Demand *****. One of the newest and most controversial approaches to financial pricing. In Physics of Finance the author applies the methods of theoretical physics to financial economics to develop an altogether original method for pricing financial assets that steps outside the equilibrium paradigm in finance. In Physics of Finance, basic assumptions underlying equilibrium pricing are re--examined, the risk factors hidden in the implications of equilibrium theory and the potential profit in unstable markets are discussed and gauge modelling is introduced. Codice libro della libreria APC9780471877387

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Descrizione libro Wiley. Hardcover. Condizione libro: New. Hardcover. 300 pages. Dimensions: 9.8in. x 7.1in. x 1.0in.One of the newest and most controversial approaches to financial pricing. In Physics of Finance the author applies the methods of theoretical physics to financial economics to develop an altogether original method for pricing financial assets that steps outside the equilibrium paradigm in finance. In Physics of Finance, basic assumptions underlying equilibrium pricing are re-examined, the risk factors hidden in the implications of equilibrium theory and the potential profit in unstable markets are discussed and gauge modelling is introduced. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Hardcover. Codice libro della libreria 9780471877387

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