Provides physicists and mathematicians researching in finance, and professionals working in the finance industry, with a new perspective on finance.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Belal E. Baaquie is Professor of Physics in the Department of Physics at the National University of Singapore. He obtained his BS from Caltech and PhD from Cornell University. His specialization is in quantum field theory, and he has spent the last ten years applying quantum mathematics, and quantum field theory in particular, to quantitative finance. Professor Baaquie is an affiliated researcher with the Risk Management Institute, Singapore, and is a founding Editor of the International Journal of Theoretical and Applied Finance. His pioneering book Quantum Finance has created a new branch of research in theoretical and applied finance.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Da: WorldofBooks, Goring-By-Sea, WS, Regno Unito
Hardback. Condizione: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Codice articolo GOR007248676
Quantità: 1 disponibili
Da: PAPER CAVALIER UK, London, Regno Unito
Condizione: very good. Gently used. May include previous owner's signature or bookplate on the front endpaper, sticker on back and/or remainder mark on text block. Codice articolo 9780521889285-3
Quantità: 1 disponibili
Da: Basi6 International, Irving, TX, U.S.A.
Condizione: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Codice articolo ABEOCT25-103890
Quantità: 3 disponibili
Da: Basi6 International, Irving, TX, U.S.A.
Condizione: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Codice articolo ABEOCT25-103891
Quantità: 1 disponibili
Da: Majestic Books, Hounslow, Regno Unito
Condizione: New. pp. xviiii + 490 25 Illus. Codice articolo 8385162
Quantità: 4 disponibili
Da: California Books, Miami, FL, U.S.A.
Condizione: New. Codice articolo I-9780521889285
Quantità: Più di 20 disponibili
Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
Condizione: New. Provides physicists and mathematicians researching in finance, and professionals working in the finance industry, with a new perspective on finance. Num Pages: 508 pages, 25 b/w illus. BIC Classification: KFF; PBW. Category: (UP) Postgraduate, Research & Scholarly. Dimension: 252 x 176 x 28. Weight in Grams: 1136. . 2009. Illustrated. hardcover. . . . . Codice articolo V9780521889285
Quantità: Più di 20 disponibili
Da: THE SAINT BOOKSTORE, Southport, Regno Unito
Hardback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days. Codice articolo C9780521889285
Quantità: Più di 20 disponibili
Da: moluna, Greven, Germania
Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. The economic crisis of 2008 has shown that the capital markets need new theoretical and mathematical concepts to describe and price financial instruments. This ground-breaking book will provide physicists and mathematicians researching in finance, and profe. Codice articolo 594767724
Quantità: Più di 20 disponibili
Da: CitiRetail, Stevenage, Regno Unito
Hardcover. Condizione: new. Hardcover. The economic crisis of 2008 has shown that the capital markets need new theoretical and mathematical concepts to describe and price financial instruments. Focusing on interest rates and coupon bonds, this book does not employ stochastic calculus the bedrock of the present day mathematical finance for any of the derivations. Instead, it analyzes interest rates and coupon bonds using quantum finance. The Heath-Jarrow-Morton and the Libor Market Model are generalized by realizing the forward and Libor interest rates as an imperfectly correlated quantum field. Theoretical models have been calibrated and tested using bond and interest rates market data. Building on the principles formulated in the author's previous book (Quantum Finance, Cambridge University Press, 2004) this ground-breaking book brings together a diverse collection of theoretical and mathematical interest rate models. It will interest physicists and mathematicians researching in finance, and professionals working in the finance industry. The economic crisis of 2008 has shown that the capital markets need new theoretical and mathematical concepts to describe and price financial instruments. This ground-breaking book will provide physicists and mathematicians researching in finance, and professionals working in the finance industry, with a completely different perspective on finance. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Codice articolo 9780521889285
Quantità: 1 disponibili