Gauge Physics of Finance: simple introduction

Details Gauge Physics of Finance: simple introduction Gauge Physics of Finance: simple introduction

1998-11-13

arxiv.org/abs/cond-mat/9811197v1

Physics

Condensed Matter

Statistical Mechanics

16 pages, 2 figures, written for MoneyWeb

Scientific paper

In this paper we state the fundamental principles of the gauge approach to
financial economics and demonstrate the ways of its application. In particular,
modelling of realistic price processes is considered for an example of S&P500
market index. Derivative pricing and portfolio theory are also briefly
discussed.

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