A guided walk down Wall Street: an introduction to econophysics
AUTOR(ES)
Vasconcelos, Giovani L.
FONTE
Brazilian Journal of Physics
DATA DE PUBLICAÇÃO
2004-09
RESUMO
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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