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Optimum Decision Of The Investment In The Financial Market

Posted on:2012-01-16Degree:MasterType:Thesis
Country:ChinaCandidate:T B SuFull Text:PDF
GTID:2210330338456733Subject:Applied Mathematics
Abstract/Summary:PDF Full Text Request
Quantum mechanics is the basic theory on studying microscopic particles, it con-stitutes the two pillars of physics with relativty. In the financial markets, the evolution process of risky assets whether to comply with such rules of quantum statistics? And then we issue financial problems from the perspective of quantum mechanics, Attracted more and more mathematics and physicists who directly involve in the financial markets. In this paper, Mainly from the perspective of quantum mechanics, we establish a financial market model, Using Markowitz portfolio selection theory we discuss the single financial market assets on optimal portfolio problem. Using dynamical programming principle, We describe briefly the quantum discrete time financial market asset investment strategy optimal solution.
Keywords/Search Tags:Optimum decision of the investment, Quantum finance, Observable, Self-adjoint operator, Projection operator
PDF Full Text Request
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