Quantum Field Theory for Economics and Finance

Foreword; Preface; Acknowledgements; 1. Synopsis; Part I. Introduction: 2. Quantum mechanics; 3. Classical field theory; 4. Acceleration action; 5. Option theory; 6. Path integral of asset prices; Part II. Linear Quantum Fields: 7. Scalar quantum field; 8. Dirac spinor field; 9. Photon gauge field; 10. Forward interest rates' quantum field; 11. Risky interest rates' quantum fields; 12. Bonds: index-linked stochastic coupons; Part III. Nonlinear Quantum Fields: 13. Operator expectation and S matrix; 14. Nonlinear scalar field: Feynman diagrams; 15. Renormalization; 16. ?-function; fixed points; 17. Renormalization group and phase transitions; 18. Effective action; 19. Nonlinear interest rates' quantum field; 20. Simulation of nonlinear interest rates; 21. Interest rates range accrual swap; Part IV. 2D Quantum Fields: 22. Two dimensional quantum electrodynamics; 23. Bosonic string theory; 24. Futures asset prices; 25. Epilogue; References; Index.

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• Economia estatística
• A física quântica (mecânica quântica e teoria quântica de campos)
• Física estatística