Physics of finance : gauge modelling in non-equilibrium pricing

Author(s)

• Ilinski, Kirill

Bibliographic Information

Physics of finance : gauge modelling in non-equilibrium pricing

Kirill Ilinski

（Wiley finance series）

John Wiley, c2001

Note

Includes bibliographical references and index

Description and Table of Contents

Description

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.

Table of Contents

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

by "Nielsen BookData"

Details

• NCID: BA50518536
• ISBN:
  • 0471877387
• LCCN: 00043548
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Chichester
• Pages/Volumes: xii, 326 p.
• Size: 25 cm
• Classification:
  • LCC : HG220.5
  • DC21 : 332.63/222
• Subject Headings:
  • LCSH : Finance -- Mathematical models
  • LCSH : Stocks -- Prices -- Mathematical models
  • LCSH : Gauge invariance
  • LCSH : Fiber bundles (Mathematics)
  • LCSH : Quantum theory
  • LCSH : Mathematical physics
  • LCSH : Equilibrium (Economics)
  • LCSH : Paradigms (Social sciences)
• Parent Bibliography ID:
  • BA5197584X