Physics of Finance. Kirill Ilinski. ∗. IPhys Group, CAPE, th line of Vasilievskii’s Island, St-Petersburg, , Russian Federation. School of Physics and. Subjects: High Energy Physics – Theory (hep-th); Statistical Mechanics (cond-mat .stat-mech); High Energy From: Kirill N. Ilinski [view email]. Kirill Ilinski is a Russian born British businessman and scientist. He is the founder and Chief Investment Officer of Fusion Asset Management and the author of “ Physics of Finance: Gauge Modelling in Non-Equilibrium Pricing”.

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There ilibski already a number of different techniques employed in theworld of international finance which claim to give the user anedge, provide a model to predict market behaviour or to pricefinancial assets and derivatives accurately.

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Kirill Ilinski, Physics of Finance

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He has written over 50 articles on financial mathematics, mathematical physics, mathematical methods ikinski statistical physics and the theory of correlated systems. Ilinski offers a new vision of liinski finance based on the method of physics. Amazon Inspire Digital Educational Resources. Would you like to tell us about a lower price? You are currently using the site but have requested a page in the site. Computational finance Experimental finance Financial economics Financial institutions Financial management Financial markets Investment management Mathematical finance Personal finance Public finance Quantitative behavioral finance Quantum finance Statistical finance.

The framework ipinski is proposing is new and interesting. Every young physicist and financial engineer should read this just to see the possibilities. In Ilinski started his financial career joining Chase Manhattan Bank where he focused on proprietary modelling, klinski trading and risk management.

Series Frontiers in Finance Series. Amazon Drive Cloud storage from Amazon. Views Read Edit View history. Share your thoughts with other customers. Please try again later. All in all, this is a very readable work for anyone who understands the basics of Black-Sholes and physicz the math behind stochastic differential equations. Get fast, free shipping with Amazon Prime. The theory is beautiful and the ramificatons are many. Saint Petersburg State University. Retrieved from ” https: Review “Illinski’s book is well written and well produced Table of contents Preface.


Added to Your Shopping Cart. In Physics of Finance, basic assumptions underlying equilibriumpricing are re-examined, the risk factors hidden in theimplications of equilibrium theory and the potential profit inunstable markets are discussed and gauge modelling is introduced. Virtual Arbitrage Pricing Theory. Closed-end fund Efficient-market hypothesis Net asset value Open-end fund.

His description of the geometry of finance is worth the price alone.

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High Energy Physics – Theory

This book couldprove to be the pivotal publication as the next generation oftraders and financial engineers begin the search for the nextsignificant stage in modern finance. Discover Prime Book Box for Kids. From Wikipedia, the free encyclopedia. A Brief History of Predicting the Unpredictable.

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