On Physics and Finance
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.
References listed on IDEAS
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- 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.
- Laurent Laloux & Marc Potters & Rama Cont & Jean-Pierre Aguilar & Jean-Philippe Bouchaud, 1998. "Are Financial Crashes Predictable?," Papers cond-mat/9804111, arXiv.org.
- 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.
- Marco Rosa-Clot & Stefano Taddei, 1999. "A Path Integral Approach to Derivative Security Pricing: II. Numerical Methods," Papers cond-mat/9901279, arXiv.org.
- 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. Full references (including those not matched with items on IDEAS)
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