  We use a path integral approach for solving the stochastic equations
underlying the financial markets, and we show the equivalence between the path
integral and the usual SDE and PDE methods. We analyze both the one-dimensional
and the multi-dimensional cases, with point dependent drift and volatility, and
describe a covariant formulation which allows general changes of variables.
Finally we apply the method to some economic models with analytical solutions.
In particular, we evaluate the expectation value of functionals which
correspond to quantities of financial interest.
