Path Integrals and Hamiltonians
Path Integrals and Hamiltonians

Author: Belal E. Baaquie

Publisher: Cambridge University Press

Published: 2014-03-27

Total Pages: 437

ISBN-13: 1139867334

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Providing a pedagogical introduction to the essential principles of path integrals and Hamiltonians, this book describes cutting-edge quantum mathematical techniques applicable to a vast range of fields, from quantum mechanics, solid state physics, statistical mechanics, quantum field theory, and superstring theory to financial modeling, polymers, biology, chemistry, and quantum finance. Eschewing use of the Schrödinger equation, the powerful and flexible combination of Hamiltonian operators and path integrals is used to study a range of different quantum and classical random systems, succinctly demonstrating the interplay between a system's path integral, state space, and Hamiltonian. With a practical emphasis on the methodological and mathematical aspects of each derivation, this is a perfect introduction to these versatile mathematical methods, suitable for researchers and graduate students in physics and engineering.

Quantum Finance
Quantum Finance

Author: Belal E. Baaquie

Publisher: Cambridge University Press

Published: 2007-07-23

Total Pages: 334

ISBN-13: 1139456393

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This book applies the mathematics and concepts of quantum mechanics and quantum field theory to the modelling of interest rates and the theory of options. Particular emphasis is placed on path integrals and Hamiltonians. Financial mathematics is dominated by stochastic calculus. The present book offers a formulation that is completely independent of that approach. As such many results emerge from the ideas developed by the author. This work will be of interest to physicists and mathematicians working in the field of finance, to quantitative analysts in banks and finance firms and to practitioners in the field of fixed income securities and foreign exchange. The book can also be used as a graduate text for courses in financial physics and financial mathematics.

Path Integrals and Hamiltonians
Path Integrals and Hamiltonians

Author: B. E. Baaquie

Publisher: Cambridge University Press

Published: 2014-03-27

Total Pages: 437

ISBN-13: 1107009790

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A succinct introduction to the powerful and flexible combination of Hamiltonian operators and path integrals in quantum mathematics, with a practical emphasis on methodological and mathematical aspects. Essential reading for researchers and graduate students in physics, and engineers whose work touches on quantum mechanics.

Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets
Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets

Author: Hagen Kleinert

Publisher: World Scientific

Published: 2009

Total Pages: 1626

ISBN-13: 9814273570

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Topological restrictions. These are relevant to the understanding of the statistical properties of elementary particles and the entanglement phenomena in polymer physics and biophysics. The Chern-Simons theory of particles with fractional statistics (anyons) is introduced and applied to explain the fractional quantum Hall effect." "The relevance of path integrals to financial markets is discussed, and improvements of the famous Black-Scholes formula for option prices are developed which account for the fact that large market fluctuations occur much more frequently than in Gaussian distributions." --Book Jacket.

Quantum Field Theory for Economics and Finance
Quantum Field Theory for Economics and Finance

Author: B. E. Baaquie

Publisher: Cambridge University Press

Published: 2018-08-23

Total Pages: 717

ISBN-13: 1108423159

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This book provides an introduction to how the mathematical tools from quantum field theory can be applied to economics and finance. Providing a range of quantum mathematical techniques for designing financial instruments, it demonstrates how a range of topics have quantum mechanical formulations, from asset pricing to interest rates.

Feynman's Thesis
Feynman's Thesis

Author: Richard Phillips Feynman

Publisher: World Scientific

Published: 2005

Total Pages: 142

ISBN-13: 9812563660

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Richard Feynman's never previously published doctoral thesis formed the heart of much of his brilliant and profound work in theoretical physics. Entitled ?The Principle of Least Action in Quantum Mechanics," its original motive was to quantize the classical action-at-a-distance electrodynamics. Because that theory adopted an overall space?time viewpoint, the classical Hamiltonian approach used in the conventional formulations of quantum theory could not be used, so Feynman turned to the Lagrangian function and the principle of least action as his points of departure.The result was the path integral approach, which satisfied ? and transcended ? its original motivation, and has enjoyed great success in renormalized quantum field theory, including the derivation of the ubiquitous Feynman diagrams for elementary particles. Path integrals have many other applications, including atomic, molecular, and nuclear scattering, statistical mechanics, quantum liquids and solids, Brownian motion, and noise theory. It also sheds new light on fundamental issues like the interpretation of quantum theory because of its new overall space?time viewpoint.The present volume includes Feynman's Princeton thesis, the related review article ?Space?Time Approach to Non-Relativistic Quantum Mechanics? [Reviews of Modern Physics 20 (1948), 367?387], Paul Dirac's seminal paper ?The Lagrangian in Quantum Mechanics'' [Physikalische Zeitschrift der Sowjetunion, Band 3, Heft 1 (1933)], and an introduction by Laurie M Brown.

A Student's Guide to Lagrangians and Hamiltonians
A Student's Guide to Lagrangians and Hamiltonians

Author: Patrick Hamill

Publisher: Cambridge University Press

Published: 2014

Total Pages: 185

ISBN-13: 1107042887

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A concise treatment of variational techniques, focussing on Lagrangian and Hamiltonian systems, ideal for physics, engineering and mathematics students.

Path Integrals and Quantum Processes
Path Integrals and Quantum Processes

Author: Mark S. Swanson

Publisher: Courier Corporation

Published: 2014-02-19

Total Pages: 463

ISBN-13: 0486782301

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Graduate-level, systematic presentation of path integral approach to calculating transition elements, partition functions, and source functionals. Covers Grassmann variables, field and gauge field theory, perturbation theory, and nonperturbative results. 1992 edition.