A Guided Walk Down Wall Street: an Introduction to Econophysics

Details A Guided Walk Down Wall Street: an Introduction to Econophysics A Guided Walk Down Wall Street: an Introduction to Econophysics

2004-08-06

arxiv.org/abs/cond-mat/0408143v1

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

Physics

Condensed Matter

Other Condensed Matter

27 pages, 12 figures, lecture notes to appear in the Brazilian Journal of Physics

Scientific paper

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.

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