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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Every young physicist and financial engineer should read this just to see the possibilities. Kirill Ilinski is a Russian born British businessman and scientist. General areas of finance. This United Kingdom business—related biographical article is a stub. No matter whether you agree with him on the whole or not, this book is one of the books financial economists should read. 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.


Review “Illinski’s book is well written and well produced Share your thoughts with other customers. You can help Wikipedia by expanding it. Amazon Music Stream millions of songs. This book does not reduce the complexity of the finance to the laws of the physics.

Correlations and Complexity in Finance. Amazon Inspire Digital Educational Resources. Closed-end fund Efficient-market hypothesis Net asset value Open-end fund.

Kirill Ilinski – Wikipedia

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.

His description of the geometry of finance is worth the price alone. Dynamics of Fast Money Flows: 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 accurately help the analysts andtraders.

Shopbop Designer Fashion Brands. Ilinski has now published more than 40 papers focusing on the use of theoretical physics in the financial modelling.

Top Reviews Most recent Top Reviews. Wiley; 1 edition February 15, Language: Ilinski offers a new vision of the finance based on the method of physics. Please try again later. There was a problem filtering reviews right now. The tutorial is well written and very helpful as a review.

The kiill he is proposing is new and interesting. Alexa Actionable Analytics for the Web. In Ilinski started his financial career joining Chase Manhattan Bank where he focused on proprietary modelling, options trading and risk management. Get to Know Us. Living people British chief executives British corporate directors births British business biography stubs. By using this site, you agree to the Terms of Use and Privacy Policy.


There are 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

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. One of the newest and most controversial approaches to financialpricing. Customers who bought this item also kitill.

Saint PetersburgRussia. Series Frontiers in Finance Series.

Virtual Arbitrage Pricing Theory. You are currently using the site but have requested a page in the site. The finnance presented several valid points which challenge the established financial economics. The Physics of Wall Street: Would you like to change to the site?