کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
468204 698196 2013 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Financial modeling and quantum mathematics
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر علوم کامپیوتر (عمومی)
پیش نمایش صفحه اول مقاله
Financial modeling and quantum mathematics
چکیده انگلیسی

Financial instruments have a random evolution and can be described by a stochastic process. It is shown that another approach for modeling financial instruments–considered as a (classical) random system–is by employing the mathematics that results from the formalism of quantum mechanics. Financial instruments are described by the elements of a linear vector state space and its evolution is determined by a Hamiltonian operator. It is further shown that interest rates can be described by a random function–which is mathematically equivalent to a two dimensional Euclidean quantum field.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computers & Mathematics with Applications - Volume 65, Issue 10, May 2013, Pages 1665–1673
نویسندگان
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