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Special Report on

Econophysics/Mathematical Finance

econophysics mathematical finance special research report Photo by www.inequalityprocess.org
This is a course about financial markets..for physicists. It is not surprising to find courses on quantitative finance run by economists, mathematicians, and even computer scientists - but physicists? There is a simple reason, or rather a simple 'complex' reason. Financial markets are complicated, dynamical systems which are continually generating high-frequency data-series. This data records the aggregate action of the market's many participants, each of who is trying to win in this vast global 'game'. In fact it can be argued that financial markets provide the most well-documented, and ...
REVIEWS AND OPINIONS
The Econophysics Blog: Book Review: The Mathematics of Poker
This blog is dedicated to exploring the application of quantiative tools from mathematics, physics, and other natural sciences to issues in finance, economics, and the social sciences. The focus of this blog will be on tools, methodology, and logic. This blog will also occasionally delve into philosophical issues surrounding quantitative finance and quantitative social science. The game of poker is a fascinating mix of mathematics and psychology. The combinatorial and probabilistic nature of the shuffling and dealing of cards -- as well as the uncertainty associated with competing against people with differing personalities and ... market research, surveys and trends
Puzzles of Finance: Six Practical Problems and Their Remarkable ...
What the critic Samuel Johnson required of literature in the 18th century Mark Kritzman provides here. This book has fundamentally changed the way I look at my portfolio and at the business pages of the paper. (One example: in a single lucid paragraph which is only an illustrative side note to his discussion, Kritzman focuses the entire debate over the privatization of Social Security). His book has also fundamentally changed the way I view investment advice. Kritzman’s writing is clear and entertaining and the book is (1) great fun to read and to follow into the solutions of the puzzles and (2) a fund of odd facts ... market research, surveys and trends

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ECONOPHYSICS/MATHEMATICAL FINANCE

The Econophysics Blog: Tyranny of the Power Law (and Why We Should ...
This blog is dedicated to exploring the application of quantiative tools from mathematics, physics, and other natural sciences to issues in finance, economics, and the social sciences. The focus of this blog will be on tools, methodology, and logic. This blog will also occasionally delve into philosophical issues surrounding quantitative finance and quantitative social science. The power law -- sometimes referred to as the Pareto distribution , Zipf's law , or the 80-20 rule -- has drawn a great deal of attention lately as an alternative to the 'normal' (Gaussian) distribution (i.e, the bell curve). The power law ... industry trends, business articles and survey research
An introduction to Quantitative Behavioural Finance | Information ...
is a new discipline that uses mathematical and statistical methodology to understand behavioral biases in conjunction with valuation . Some of this endeavor has been led by Gunduz Caginalp (Professor of Mathematics and Editor of Journal of Behavioral Finance during 2001–2004) and collaborators including Vernon Smith (2002 Nobel Laureate in Economics), David Porter, Don Balenovich , Vladimira Ilieva, Ahmet Duran , Huseyin Merdan). Studies by Jeff Madura , Ray Sturm and others have demonstrated significant behavioral effects in stocks and exchange traded funds. The research can be grouped into the following areas: Empirical ... industry trends, business articles and survey research
RELATED NEWS

INFORMATION RESOURCES

Research in Econophysics
Mar 1, 2003 ... The article describes econophysics research done in the group of ..... Mathematical Finance. –. Bachelier. Congress. 2000. (Springer, ... technology research, surveys study and trend statistics
March 31, 2003 10:38 WSPC/141-IJMPC 00390 DISTRIBUTIONS OF MONEY ...
Mar 31, 2003 ... Keywords: Econophysics; simulation; market; power-law. ... to the most traditional approaches of finance and mathematical finance. ... technology research, surveys study and trend statistics
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QUESTIONS AND ANSWERS
Physics: What is Econophysics?, path integral formulation, quantum ...
I will try to answer any question in physics, but I do not provide homework solutions or project ideas. I have some teaching experience at university level but I am also skilled at explaining things in simple terms. My specialty areas are granular materials, computational physics, particle physics, quantum physics, econophysics and general physics. Questions in GERMAN are welcome, too. Experience I have graduated in physics, specialized in theoretical particle physics and quantum field theory, worked in the area of econophysics and am currently working on my PhD in granular materials and computational physics. I have some ...
Economics for physicists | Ask MetaFilter
Can anyone recommend a book which explains the basics of economic theory in a way accessible to physicists/mathematicians? I have a background in physics, and would like to get a decent understanding of the basic mechanisms in economics, but it seems that most books on this subject argue in a very qualitative way, assuming that you already are comfortable with various facts about how the economic world works. I need something that builds the subject up from the ground up and explains it logically, preferably not a massive university textbook - more like a primer for the uninitiated. Anyone know of such a book? A book like Keynes ...