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Physics of Finance: Gauge Modelling in Non-equilibrium Pricing (Frontiers in Finance Series)
 
 

Physics of Finance: Gauge Modelling in Non-equilibrium Pricing (Frontiers in Finance Series) (Hardcover)

by Kirill Illinski (Author) "IN this chapter, fibre bundles will be informally introduced and some intuitive financial examples will be given ..." (more)
5.0 out of 5 stars See all reviews (1 customer review)
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Customers buy this book with Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates by Belal E. Baaquie

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Product details

  • Hardcover: 300 pages
  • Publisher: John Wiley and Sons Ltd (9 Jan 2001)
  • Language English
  • ISBN-10: 0471877387
  • ISBN-13: 978-0471877387
  • Product Dimensions: 24.9 x 18 x 2.5 cm
  • Average Customer Review: 5.0 out of 5 stars See all reviews (1 customer review)
  • Amazon.co.uk Sales Rank: 682,341 in Books (See Bestsellers in Books)
  • See Complete Table of Contents

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Product Description

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

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

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Inside This Book (Learn More)
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IN this chapter, fibre bundles will be informally introduced and some intuitive financial examples will be given. Read the first page
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3 of 4 people found the following review helpful:
5.0 out of 5 stars Great book on totally new and exciting field, 11 Jan 2002
By A Customer
K. Ilinski has produced one of the leading books on quite a hot topic in modern finance. Nobody before has managed to discuss nonequilibrium aspects of derivative pricing with such rigorous mathematical treatment. He manages to link in a subtle way the realm of theoretical physics and the grass root world of derivatives finance. The book clearly guides it reader through the theory and the reasonning behing those concepts. As a practitionner of financial markets I find his contribution extremely enlighting. Great buy!
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