题　目：Financial modeling and Quantum Mathematics
报告人：Prof. Belal E Baaquie（新加坡国立大学）
时　 间：10月29日（周二），下午2:00-3:00
地　 点：南 校区第一实验楼406会 议室

报告摘要：

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.

个人简介：

• BS, Physics (1972), California Institute of Technology.
• PhD, Theoretical Physics, Cornell University, 1976.
• Research Associate, Stanford University, 1976-78
• Member, Institute for Advanced Study, Princeton 1991
• Physics Department, Harvard University 1998
• Physics Department, National University of Singapore, 1984-2000
• University Scholars Programme, Vice-Dean, 1998-2002
• Physics Department, National University of Singapore, 2002 to present