NOC:Path Integral Methods in Physics and Finance (USB)

Media Storage Type : 32 GB USB Stick

NPTEL Subject Matter Expert : Prof. J. P. Singh

NPTEL Co-ordinating Institute : IIT Roorkee

NPTEL Lecture Count : 60

NPTEL Course Size : 8.0 GB

NPTEL PDF Text Transcription : Available and Included

NPTEL Subtitle Transcription : Available and Included (SRT)

Lecture Titles:

Lecture 1 - Setting The Scene
Lecture 2 - Introduction to the Path Integral
Lecture 3 - Probability Fundamentals, Generating Functions
Lecture 4 - Generating Functions, Gaussian Distribution
Lecture 5 - Gaussian Distribution, Gaussian Integration
Lecture 6 - Gaussian Integration, Central Limit Theorem
Lecture 7 - Elementary Theory of Stochastic Processes
Lecture 8 - Evolutionary Equations of Stochastic Processes
Lecture 9 - Brownian Motion
Lecture 10 - Diffusion Equation
Lecture 11 - Diffusion Equation Path Integral - 1
Lecture 12 - Diffusion Equation Path Integral - 2, Autocorrelators
Lecture 13 - Schrodinger Equation Path Integral, Langevin Equation
Lecture 14 - Langevin- Equation
Lecture 15 - Statistical Formalism of Path Integral
Lecture 16 - Langevin Equation Path Integral - 1
Lecture 17 - Langevin Equation Path Integral - 2
Lecture 18 - Langevin and Fokker Planck Equation; CLT Example
Lecture 19 - Basic Machinery of Quantum Mechanics
Lecture 20 - Quantum Mechanical Path Integral
Lecture 21 - Harmonic Oscillator Path Integral
Lecture 22 - Free Particle Path Integral
Lecture 23 - Equivalence of Schrodinger and Path Integral Formalisms, Matrix Elements of Operators
Lecture 24 - Ground State Expectation Values
Lecture 25 - Vacuum Persistence Amplitude
Lecture 26 - Harmonic Oscillator 2-Point Problem
Lecture 27 - Relativistic Path Integral
Lecture 28 - Interpretation of Path Integral
Lecture 29 - Need For Quantum Field Theory
Lecture 30 - Quantum Field Theory, Introduction
Lecture 31 - Field Theory Basics
Lecture 32 - Field Theory In Zero Dimensions - 1
Lecture 33 - Field Theory In Zero Dimensions - 2
Lecture 34 - Schwinger Dyson Eqs, Convergence Of Integrals
Lecture 35 - Sde, Feynman Diagrams
Lecture 36 - Feynman Diagrams and Sde
Lecture 37 - Effective Action, Renormalization
Lecture 38 - Renormalization In 0-d
Lecture 39 - Field Theory In 1-D - 1
Lecture 40 - Field Theory in 1-d - 2
Lecture 41 - Euclidean Field Theory - 1
Lecture 42 - Euclidean Field Theory - 2
Lecture 43 - Euclidean Field Theory - 3
Lecture 44 - Field Theory In Minkowski Space
Lecture 45 - Propagator In Minkowski Space
Lecture 46 - Propagator Properties In Minkowski Space
Lecture 47 - Interactive Field Theory In Minkowski Space
Lecture 48 - Causality, Sde In Minkowski Space
Lecture 49 - Sde For Field Theory In Minkowski Space
Lecture 50 - Spinor Fields Path Integral
Lecture 51 - Gauge Fields - 1
Lecture 52 - Gauge Fields - 2
Lecture 53 - Ito Equation, Stock Price Modelling
Lecture 54 - Financial Derivatives
Lecture 55 - Properties Of Options
Lecture 56 - Pricing Of Options: Binomial Model - 1
Lecture 57 - Pricing Of Options: Binomial Model - 2
Lecture 58 - Black Scholes Model
Lecture 59 - Path Integral Solution Of Black Scholes Pde
Lecture 60 - Misc Financial Applications Of Path Integrals