3 ms·
The end of the article talks about valuing call options. I took a graduate course on Path Integrals for Derivatives Pricing in 2001 or 2002 so nothing new there
by snthpy 5y ago
The end of the article talks about valuing call options. I took a graduate course on Path Integrals for Derivatives Pricing in 2001 or 2002 so nothing new there. Since I didn't become a bank quant I never had any use for it. Linear models are much used on the buy side. Agree with the Nick Patterson quote below which says the same.
Hard to tell what the book is about. Sounds a bit like a Deepak Chopra take on economics. Throw a few mentions of "quantum" in there to sell books.