Physics of Finance: Gauge Modelling in Non-Equilibrium Pricing

Ilinski, Kirill

ISBN 10: 0471877387 / ISBN 13: 9780471877387

Editore: Wiley, 2001

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Like New. Codice articolo ERICA77304718773876

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Titolo: Physics of Finance: Gauge Modelling in ...

Casa editrice: Wiley

Data di pubblicazione: 2001

Legatura: Hardcover

Condizione: Like New

Tipologia articolo: book

Descrizione articolo

Riassunto:

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.

Recensione:

"Illinski's book is well written and well produced"...
(Quantitative Finance, July 2001)