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On Physics and Finance

Listed author(s):
  • Jean-Pierre Zigrand

    ()

This paper gives a short introduction of the academic field of financial asset pricing and relates some recent as well as historical developments in finance and in physics.

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File URL: http://www.lse.ac.uk/fmg/documents/specialPapers/2001/sp128.pdf
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Paper provided by Financial Markets Group in its series FMG Special Papers with number sp128.

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Date of creation: Jan 2001
Handle: RePEc:fmg:fmgsps:sp128
Contact details of provider: Web page: http://www.lse.ac.uk/fmg/

References listed on IDEAS
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  1. Laurent Laloux & Marc Potters & Rama Cont & Jean-Pierre Aguilar & Jean-Philippe Bouchaud, 1998. "Are financial crashes predictable?," Science & Finance (CFM) working paper archive 9804111, Science & Finance, Capital Fund Management.
  2. Marco Rosa-Clot & Stefano Taddei, 1999. "A Path Integral Approach to Derivative Security Pricing: I. Formalism and Analytical Results," Papers cond-mat/9901277, arXiv.org.
  3. Marco Rosa-Clot & Stefano Taddei, 1999. "A Path Integral Approach to Derivative Security Pricing: II. Numerical Methods," Papers cond-mat/9901279, arXiv.org.
  4. Dacorogna, Michael M. & Muller, Ulrich A. & Nagler, Robert J. & Olsen, Richard B. & Pictet, Olivier V., 1993. "A geographical model for the daily and weekly seasonal volatility in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 12(4), pages 413-438, August.
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