Twofish's Blog

August 20, 2006

Physics of Finance: Gauge Modelling in Non-equilibrium Pricing

Filed under: academia, physics, quantitative finance, quantlib, Uncategorized — twofish @ 2:04 am


Really cool book.  If you are trying to understand fiber bundles (even if you don’t have anything to do with finance), get this book.  The first three chapters have the most readable explanation of fiber bundles I’ve seen anywhere.


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