Physics of Finance – Gauge Modelling in Non–equilibrium Pricing

Gauge Modelling in Non–Equilibrium Pricing

Gebonden Engels 2001 9780471877387
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

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.

Specificaties

ISBN13:9780471877387
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:340

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Inhoudsopgave

Preface.
<br />
<br /> Introduction.
<br />
<br /> Fibre Bundles in Finance: First Contact.
<br />
<br /> Fibre Bundles: Mathematics.
<br />
<br /> Fibre Bundles: Physics.
<br />
<br /> Fibre Bundles in Finance: Gauge Field Dynamics.
<br />
<br /> Dynamics of Fast Money Flows: I.
<br />
<br /> Dynamics of Fast Money Flows: II.
<br />
<br /> Virtual Arbitrage Pricing Theory.
<br />
<br /> Derivatives.
<br />
<br /> Conclusions.
<br />
<br /> Glossary.
<br />
<br /> References.
<br />
<br /> Index.

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