题 目：Financial modeling and Quantum Mathematics
报告人：Prof. Belal E Baaquie（新加坡国立大学）
地 点：南 校区第一实验楼406会 议室
Financial instruments have a random evolution and can be described by a stochastic calculus. 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.