Ali’s blog

Mostly quant stuff with occasional digressions

Fibre bundles

Posted by alifinmath on January 14, 2008

Take a look at this book: Physics of Finance: Gauge Modelling in Non-Equilibrium Pricing. Just look at the table of contents. I entertain a healthy scepticism as to whether high-powered mathematics can be applied to finance, but it’s interesting to see the author employing the language of fibre bundles and gauge field theories. This is at least second-year grad mathematics and extends all the way to the research frontier. One needs a solid background in algebraic topology (and preferably Riemannian geometry) before even being introduced to the notion of a fibre bundle.

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One Response to “Fibre bundles”

  1. Anonym said

    You might like to download chapters 0 (index) and 20 (Path Integrals and Financial Markets) from the text: Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets – 4th ed.

    The link is:
    http://www.physik.fu-berlin.de/~kleinert/kleinert/?p=booklist

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