I found an interesting book on Quantum Finance which is about using the math of quantum mechanics for financial quantitative analysis. It’s specifically focused on derivative pricing. The general idea is that prices diffuse like quantum waves and are amenable to tools like path integrals. I think it goes a little too far with the analogy, but it seems very cool. It’s a perfect intersection of 3 of my big interests: math, physics, and finance.
I also found a book on Symmetries and Gauge theory for quantitative finance. But it was incomprehensible.
