Wiley.com
Print this page Share

Physics of Finance: Gauge Modelling in Non-Equilibrium Pricing

ISBN: 978-0-471-87738-7
Hardcover
340 pages
February 2001
List Price: US $190.00
Government Price: US $121.60
Enter Quantity:   Buy
Physics of Finance: Gauge Modelling in Non-Equilibrium Pricing  (0471877387) cover image
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.

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.

Related Titles

Financial Engineering

by Philippe Cahen
by Les Clewlow, Chris Strickland
by Eric Briys, Mondher Bellalah, Huu Minh Mai, François de Varenne
by Jessica James, Nick Webber
by Carol Alexander (Editor), John C. Hull (Foreword by)
Back to Top