Physics of Finance: Gauge Modelling in Non-Equilibrium PricingISBN: 978-0-471-87738-7
Hardcover
340 pages
January 2001
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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.
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.