Path Integrals and Hamiltonians


Book Description

Providing a pedagogical introduction to the essential principles of path integrals and Hamiltonians, this book describes cutting-edge quantum mathematical techniques applicable to a vast range of fields, from quantum mechanics, solid state physics, statistical mechanics, quantum field theory, and superstring theory to financial modeling, polymers, biology, chemistry, and quantum finance. Eschewing use of the Schrödinger equation, the powerful and flexible combination of Hamiltonian operators and path integrals is used to study a range of different quantum and classical random systems, succinctly demonstrating the interplay between a system's path integral, state space, and Hamiltonian. With a practical emphasis on the methodological and mathematical aspects of each derivation, this is a perfect introduction to these versatile mathematical methods, suitable for researchers and graduate students in physics and engineering.




Quantum Finance


Book Description

This book applies the mathematics and concepts of quantum mechanics and quantum field theory to the modelling of interest rates and the theory of options. Particular emphasis is placed on path integrals and Hamiltonians. Financial mathematics is dominated by stochastic calculus. The present book offers a formulation that is completely independent of that approach. As such many results emerge from the ideas developed by the author. This work will be of interest to physicists and mathematicians working in the field of finance, to quantitative analysts in banks and finance firms and to practitioners in the field of fixed income securities and foreign exchange. The book can also be used as a graduate text for courses in financial physics and financial mathematics.




Path Integrals and Hamiltonians


Book Description

Introduces the powerful and flexible combination of Hamiltonian operators and path integrals in quantum mathematics.




Path Integrals From Pev To Tev: 50 Years After Feynman's Paper - Proceedings Of The Sixth International Conference


Book Description

This book contains the invited contributions to the 6th International Conference on Path Integrals from peV to TeV, held in Florence in 1998. The conference, devoted to functional integration, brought together many physicists with interests ranging from elementary particles to nuclear, solid state, liquid state, polymer and complex systems physics. The variety of topics is reflected in the book, which is a unique collection of papers on manifold applications of functional methods in several areas of physics.




Path Integrals For Pedestrians


Book Description

This book aims to provide a quick pedagogical introduction to path integrals. It contains original material that never before has appeared in a book, for example the path integrals for the Wigner functions and for Classical Mechanics. This application to Classical Mechanics connects different fields like Hamiltonian mechanics and differential geometry, so the book is suitable for students and researchers from various disciplines.




Path Integrals and Hamiltonians


Book Description

A succinct introduction to the powerful and flexible combination of Hamiltonian operators and path integrals in quantum mathematics, with a practical emphasis on methodological and mathematical aspects. Essential reading for researchers and graduate students in physics, and engineers whose work touches on quantum mechanics.




Mathematical Theory of Feynman Path Integrals


Book Description

The 2nd edition of LNM 523 is based on the two first authors' mathematical approach of this theory presented in its 1st edition in 1976. An entire new chapter on the current forefront of research has been added. Except for this new chapter and the correction of a few misprints, the basic material and presentation of the first edition has been maintained. At the end of each chapter the reader will also find notes with further bibliographical information.




Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets


Book Description

Topological restrictions. These are relevant to the understanding of the statistical properties of elementary particles and the entanglement phenomena in polymer physics and biophysics. The Chern-Simons theory of particles with fractional statistics (anyons) is introduced and applied to explain the fractional quantum Hall effect." "The relevance of path integrals to financial markets is discussed, and improvements of the famous Black-Scholes formula for option prices are developed which account for the fact that large market fluctuations occur much more frequently than in Gaussian distributions." --Book Jacket.




Techniques and Applications of Path Integration


Book Description

Suitable for advanced undergraduates and graduate students, this text develops the techniques of path integration and deals with applications, covering a host of illustrative examples. 26 figures. 1981 edition.




Path Integral Methods


Book Description

Providing a self-contained step-by-step explanation, this book provides a guide to path integral methods for readers with a basic knowledge of quantum mechanics