Physics of Finance: Gauge Modelling in Non-Equilibrium Pricing

Viele Methoden und Techniken, die in der internationalen Finanzwirtschaft eingesetzt werden, haben sich fest etabliert, aber keine ist perfekt. Physics of Finance bietet erstmals einen Einblick in eine vielversprechende und gänzlich neue Methode zur Preisbildung bei Kapitalanlagen: Die Anwendung aktueller physikalischer Techniken in der Finanzwelt. Illinski erhebt keinen Anspruch, auf alle Fragen eine Antwort zu haben, doch sicher wird sein Buch neue Anstö e geben. Eine interessante und inspirierende Lektüre für Finanzprofis.



Author: Kirill Ilinski
Publisher: Wiley
Published: 02/08/2001
Pages: 340
Binding Type: Hardcover
Weight: 1.78lbs
Size: 10.00h x 7.00w x 0.81d
ISBN: 9780471877387

About the Author
Kirill Ilinski graduated from the Physics Department of Leningrad State University. He received his PhD in mathematical physics from the Leningrad Branch of the Steklov Mathematical Institute of the Russian Academy of Sciences. He spent five years as a Research Fellow in the School of Physics at the University of Birmingham, where he became interested in applications of methods of theoretical physics to financial economics, and attracted the attention of both financial researchers and practitioners by introducing gauge modelling of asset prices out of equilibrium. He has written over 50 articles on financial mathematics, mathematical physics, mathematical methods in statistical physics and the theory of correlated systems. Dr Ilinski has joined the Equity Derivatives Desk at Chase Manhattan in London.

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