Physics of Finance

Gauge Modelling in Non-Equilibrium Pricing

Авторы:	Кирилл Ильинский
Год написания:	2001
Страницы:	300
Издательство:	Wiley
ISBN:	978-0471877387
Жанр:	Математика
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.
Теги:	математика
Добавил:	Тимофей Мартынов 18 октября 2015, 23:25