Quantum field theory for economics and finance /
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge, United Kingdom ; New York, NY :
Cambridge University Press,
2018.
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| Subjects: | |
| Online Access: | Connect to this title online (unlimited simultaneous users allowed; 325 uses per year) |
Table of Contents:
- Cover; Half-title; Title page; Copyright information; Dedication; Table of contents; Foreword; Preface; Acknowledgments; 1 Synopsis; 1.1 Organization of the book; 1.2 What is a quantum field?; Part I Introduction; 2 Quantum mechanics; 2.1 Introduction; 2.2 Quantum principles; 2.3 Theory of measurement; 2.4 Dirac delta function; 2.5 Schrödinger and Heisenberg formalism; 2.6 Feynman path integral; 2.7 Hamiltonian and path integral; 2.8 Hamiltonian from Lagrangian; 2.9 Summary; 2.10 Appendix: Dirac bracket and vector notation; 2.11 Appendix: Gaussian integration; 2.11.1 Quadratic action
- 2.11.2 Gaussian white noise3 Classical field theory; 3.1 Introduction; 3.2 Lagrangian mechanics; 3.3 Classical field equation; 3.4 Free scalar field; 3.5 Symmetries; 3.6 Noether's theorem; 3.7 Stress tensor; 3.7.1 Klein-Gordon field; 3.7.2 Electromagnetic field; 3.8 Spontaneous symmetry breaking; 3.9 Landau-Ginzburg Lagrangian; 3.9.1 Meissner effect; 3.10 Higgs mechanism; 3.11 Lorentz group; 3.12 Relativistic fields; 3.12.1 Scalar and vector fields; 3.12.2 Spinor fields; 3.13 Summary; 4 Acceleration action; 4.1 Action and Hamiltonian; 4.2 Transition amplitude: Hamiltonian
- 5.10 Option price: Baaquie-Yang (BY) model5.11 Martingale: Conditional probability; 5.12 Market time; 5.13 Empirical results; 5.13.1 Equity options; 5.13.2 FX options; 5.14 FX options and market instability; 5.14.1 Euro; 5.14.2 Swiss franc; 5.15 Summary; 6 Path integral of asset prices*; 6.1 Introduction; 6.2 Microeconomic potential; 6.3 Microeconomic action functional; 6.4 Equilibrium asset prices; 6.4.1 Expansion of potential; 6.5 Feynman perturbation expansion; 6.5.1 Auto-correlation; 6.5.2 Cross-correlation; 6.5.3 Cubic and quartic terms; 6.6 Nonlinear terms: Feynman diagrams