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A guided walk down Wall Street: an introduction to econophysics

Author: Giovani L. Vasconcelos
Url: http://www.scielo.br/scielo.php?pid=S0103-97332004000600002&script=sci_arttext
Format: Pdf
Year: 2004
Category: Econophysics
Pages: 27
Clicks: 324

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 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.

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