Physics of Finance
Gauge Modelling in Non-Equilibrium Pricing
1 533 kr
Beställningsvara. Skickas inom 5-8 vardagar. Fri frakt över 249 kr.
Du är på sajten för privatpersoner.
Du är på sajten för privatpersoner.
1 533 kr
Beställningsvara. Skickas inom 5-8 vardagar. Fri frakt över 249 kr.
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.
"Illinski's book is well written and well produced...." (Quantitative Finance, July 2001)
Eric Briys, Mondher Bellalah, Huu Minh Mai, François de Varenne
Häftad, 1998
838 kr
Du är på sajten för privatpersoner.
1 533 kr
Beställningsvara. Skickas inom 5-8 vardagar. Fri frakt över 249 kr.
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.
"Illinski's book is well written and well produced...." (Quantitative Finance, July 2001)
Eric Briys, Mondher Bellalah, Huu Minh Mai, François de Varenne
Häftad, 1998
838 kr