A Guided Walk Down Wall Street: an Introduction to Econophysics

Giovani L. Vasconcelos

Papers from arXiv.org

Abstract: This article contains the lecture notes for the short course ``Introduction to Econophysics,'' delivered at the II Brazilian School on Statistical Mechanics, held in Sao Carlos, Brazil, in February 2004. The main goal of the present notes is twofold: i) to provide a brief introduction to the problem of pricing financial derivatives in continuous time; and ii) to review some of the related problems to which physicists have made relevant contributions in recent years.

Date: 2004-08
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Citations: View citations in EconPapers (15)

Published in Braz. J. Phys. 34, 1039-1065 (2004). Available online at http://pcsbf1.sbfisica.org.br/bjp/Vol34/Num3b

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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:cond-mat/0408143

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