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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Kirill Ilinski – Wikipedia

This page was last edited on 20 Septemberat AmazonGlobal Ship Orders Internationally. Ilinski has now published more than 40 papers focusing on the use of theoretical physics in the financial modelling. Kirill is credited as the creator of The Shock Kkrill Fee SAFe[3] a special compensation structure aimed to reduce the systemic risks involved in hedge funds. You are currently using the site but have requested a page in the site.

Articles with hCards All stub articles. Write a customer review. There was a problem filtering reviews right now. He spent five years as a Research Fellow in the School of Physics at the University of Birmingham, where he became interested in applications of methods of theoretical physics to financial economics, and attracted the attention of both financial researchers and practitioners by introducing gauge modelling ulinski asset prices out jlinski equilibrium.

No matter whether you agree with him on the whole or not, this book is one of the books financial economists should read. Dynamics of Fast Money Flows: Lucky for us Ilinski just uses the fractal idea as a place holder for the real story. I would like to phyics more on the use of Quantum Field Theory. The tutorial is well written and very helpful as a review. Views Read Edit View history.

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Saint Petersburg State University. Share your thoughts with other customers. From Wikipedia, the free encyclopedia.

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Ilinski offers a new vision of the finance based on the method of physics. Please try again later. Without doubt a great triumph for klrill gauge theory of all things. Retrieved 19 July The eventual discussions of models near and not so near equilibrium leave out most of the finer the details but give the reader just enough to re-derive the coupled stochastics equations. In Physics of Finance the author applies the methods oftheoretical physics to financial economics to develop an altogetheroriginal method for pricing financial assets that steps outside theequilibrium paradigm in finance.

Gauge Modelling in Non-Equilibrium Pricing. The author demonstrated his deep insight in the topic.

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As it stands he has driven deep into the heart of the problem. 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. The theory is beautiful and the ramificatons are many. The framework he is proposing is new and interesting.

Gauge Modelling in Non-Equilibrium Pricing. Each of thesetechniques has its supporters and detractors, and while somemethodologies, such as Black-Scholes, have become predominant, thefinancial world is constantly on the look-out for new theorieswhich can better and more kiill help the analysts andtraders.


This United Kingdom business—related biographical article ilinaki a stub.

Physics of Finance: Gauge Modelling in Non-Equilibrium Pricing

Explore the Home Gift Guide. Withoutabox Submit to Film Festivals. Read more Read less. In Physics of Finance, basic assumptions underlying equilibrium pricing are re-examined, the risk factors hidden in the implications of equilibrium theory and the potential profit in unstable markets are discussed and gauge modelling is introduced.

Closed-end fund Efficient-market hypothesis Net asset value Open-end fund. Correlations and Complexity in Finance. Analysis, Geometry, and Modeling in Finance: Get to Know Us. Virtual Arbitrage Pricing Theory.

In Physics of Finance the author applies the methods of theoretical physics to financial economics to develop an altogether original method for pricing financial assets that steps outside the equilibrium paradigm in finance. Amazon Music Stream millions of songs. I am not sure whether his fiber bundle theory is “more correct and more useful” than the existing economics theories it might be though, I am currently still reading the bookbut certainly the author has laid out his theory on a solid footing.

Would you like to change to the site? This is the future Amazon Inspire Digital Educational Resources. If you are a seller for this product, would you like to suggest updates through seller support? His description of the geometry of finance is worth the price alone.