Finance from the viewpoint of physics

A. Jakovac

Papers from arXiv.org

Abstract: In this note we review the basic mathematical ideas used in finance in the language of modern physics. We focus on discrete time formalism, derive path integral and Green's function formulas for pricing. We also discuss various risk mitigation methods.

Date: 2020-01, Revised 2020-01
New Economics Papers: this item is included in nep-rmg
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2001.09446

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