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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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. 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.

Kirill Ilinski, who has been developing and publishing his theoryover the past four years, offers in Physics of Finance what couldbecome a totally new method of pricing financial assets, applyingthe techniques of physics to the world of finance. 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.

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Physics of Finance

One of the newest and most controversial approaches to financialpricing. In Physics of Finance the author applies the methods oftheoretical physics to financial economics to develop an altogetheroriginal method for pricing financial assets that og outside theequilibrium paradigm in finance. In Physics of Finance, basic assumptions underlying equilibriumpricing are re-examined, the risk factors hidden in theimplications of equilibrium theory and the potential profit inunstable markets are discussed and gauge modelling finxnce introduced.

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Kirill Ilinski – Wikipedia

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Kirill Ilinski

Analysis, Geometry, and Modeling in Finance: Review “Illinski’s book is well written and well produced Wiley; 1 edition February 15, Language: I’d like to read this book on Kindle Don’t have a Kindle? Share your thoughts with other customers.

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Showing of 4 reviews. Top Reviews Most recent Top Reviews. There was a problem filtering reviews right now. Please try again later. His description of the geometry of finance is worth the price alone. The eventual discussions of models near and not so near equilibrium leave out most of the finer the fiance but give the reader just enough to re-derive the coupled stochastics equations. As it stands he has driven deep into the heart of the problem. This is the ‘new order’, maybe.

I was put off initially by his references to Peters writings ,irill chaos and the markets because Peters doesn’t understand nonlnear dynamics. Lucky for us Ilinski just uses the fractal idea as a place holder for the real story. I would like to see more on the use of Quantum Field Theory.

The tutorial is well written and very helpful as a review. The detailed derivation for the non-equilibrium model needs expansion, IMHO. All in all, this is a very readable work for anyone who understands the basics of Black-Sholes and appreciates the math behind stochastic differential equations. This is the future Every young physicist and financial engineer should read this just to see the possibilities. The theory is beautiful and the ramificatons are many.

The author presented several valid points which challenge the established financial economics. The author demonstrated his deep insight in the topic. Finanfe framework he is proposing is new and interesting. 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.


I believe Ilinski has done a good job to make me look at the financial economics from a very different point of view. No matter whether you agree with him on the whole or not, this book is one of the books financial economists should read. This book does not reduce the complexity of the finance to the laws of the physics.

Ilinski offers a new vision of the finance based on the method of physics. Without doubt a great triumph for the gauge theory of all things. See all 4 reviews. Amazon Giveaway allows you to run promotional giveaways in order to create buzz, reward your audience, and attract new followers and customers.

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