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An Introduction to Business Mathematics
Category :Mathematical Finance
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118
These lecture notes provide a self-contained introduction to the mathematical methods required in a Bachelor degree programme in Business, Economics, or Management. In particular, the topics covered c . . . . . |
Topics in Stochastic Portfolio Theory
Category :Portfolio Management
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638
This is an overview of the area of Stochastic Portfolio Theory, and can be seen as an updated and extended version of the survey paper by Fernholz and Karatzas. |
Introduction to Risk Parity and Budgeting
Category :Portfolio Management
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1425
Although portfolio management didn't change much during the 40 years after the seminal works of Markowitz and Sharpe, the development of risk budgeting techniques marked an important milestone in the . . . . . |
An introduction to econophysics: correlations and complexity in finance
Category :Econophysics
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1679
| This book concerns the use of concepts from statist
ical physics in the description
of financial systems. Specifically, the authors ill
ustrate the scaling concepts used in
probability theory, in . . . . . |
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A guided walk down Wall Street: an introduction to econophysics
Category :Econophysics
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264
This article contains the lecture notes for the short course "Introduction to Econophysics," delivered at the II Brazilian School on Statistical Mechanics, held in São Carlos, Brazil, in Feb . . . . . |
Title: Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models
Category :Econophysics
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76
This short review presents a selected history of the mutual fertilization between physics and economics, from Isaac Newton and Adam Smith to the present. The fundamentally different perspectives embra . . . . . |
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