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Physics of Finance: Gauge Modelling in Non-Equilibrium Pricing (Frontiers in Finance Series) - Tapa dura
Sinopsis
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.
"Sinopsis" puede pertenecer a otra edición de este libro.
Acerca del autor
Kirill Ilinski graduated from the Physics Department of Leningrad State University. He received his PhD in mathematical physics from the Leningrad Branch of the Steklov Mathematical Institute of the Russian Academy of Sciences. He spent five years as a Research Fellow in the School of Physics at the University of Birmingham, where he became interested in applications of methods of theoretical physics to financial economics, and attracted the attention of both financial researchers and practitioners by introducing gauge modelling of asset prices out of equilibrium. He has written over 50 articles on financial mathematics, mathematical physics, mathematical methods in statistical physics and the theory of correlated systems. Dr Ilinski has joined the Equity Derivatives Desk at Chase Manhattan in London.
De la contraportada
There are already a number of different techniques employed in the world of international finance which claim to give the user an edge, provide a model to predict market behaviour or to price financial assets and derivatives accurately. Each of these techniques has its supporters and detractors, and while some methodologies, such as Black-Scholes, have become predominant, the financial world is constantly on the look-out for new theories which can better and more accurately help the analysts and traders.
Kirill Ilinski, who has been developing and publishing his theory over the past four years, offers in Physics of Finance what could become a totally new method of pricing financial assets, applying the techniques of physics to the world of finance. This book could prove to be the pivotal publication as the next generation of traders and financial engineers begin the search for the next significant stage in modern finance.
De la solapa interior
There are already a number of different techniques employed in the world of international finance which claim to give the user an edge, provide a model to predict market behaviour or to price financial assets and derivatives accurately. Each of these techniques has its supporters and detractors, and while some methodologies, such as Black-Scholes, have become predominant, the financial world is constantly on the look-out for new theories which can better and more accurately help the analysts and traders.
Kirill Ilinski, who has been developing and publishing his theory over the past four years, offers in Physics of Finance what could become a totally new method of pricing financial assets, applying the techniques of physics to the world of finance. This book could prove to be the pivotal publication as the next generation of traders and financial engineers begin the search for the next significant stage in modern finance."Sobre este título" puede pertenecer a otra edición de este libro.
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Physics of Finance - Gauge Modelling in Non-equilibrium Pricing
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Physics of Finance: Gauge Modelling in Non-Equilibrium Pricing
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Physics of Finance : Gauge Modelling in Non-Equilibrium Pricing
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Physics of Finance : Gauge Modelling in Non-Equilibrium Pricing
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Physics of Finance : Gauge Modelling in Non-Equilibrium Pricing
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Physics of Finance : Gauge Modelling in Non-Equilibrium Pricing
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Physics of Finance
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Gebunden. Condición: New. Illinski s book is well written and well produced .(Quantitative Finance, July 2001)Kirill Ilinski graduated from the Physics Department of Leningrad State University. He received his PhD in mathematical physics from the Leningrad Branch of the Stekl. Nº de ref. del artículo: 446918362
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Physics of Finance: Gauge Modelling in Non-Equilibrium Pricing
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hardcover. Condición: New. In shrink wrap. Looks like an interesting title! Nº de ref. del artículo: Q-0471877387
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Physics of Finance: Gauge Modelling in Non-Equilibrium Pricing
Publicado por
John Wiley & Sons Inc, 2001
ISBN 10: 0471877387
ISBN 13: 9780471877387
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Physics of Finance (Hardcover)
Publicado por
John Wiley & Sons Inc, New York, 2001
ISBN 10: 0471877387
ISBN 13: 9780471877387
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Hardcover. Condición: new. Hardcover. 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. 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. Nº de ref. del artículo: 9780471877387
Cantidad disponible: 1 disponibles