A guided walk down Wall Street: an introduction to econophysics

Detalhes bibliográficos
Autor(a) principal: Vasconcelos,Giovani L.
Data de Publicação: 2004
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Brazilian Journal of Physics
Texto Completo: http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0103-97332004000600002
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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spelling A guided walk down Wall Street: an introduction to econophysicsThis 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.Sociedade Brasileira de Física2004-09-01info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersiontext/htmlhttp://old.scielo.br/scielo.php?script=sci_arttext&pid=S0103-97332004000600002Brazilian Journal of Physics v.34 n.3b 2004reponame:Brazilian Journal of Physicsinstname:Sociedade Brasileira de Física (SBF)instacron:SBF10.1590/S0103-97332004000600002info:eu-repo/semantics/openAccessVasconcelos,Giovani L.eng2004-11-04T00:00:00Zoai:scielo:S0103-97332004000600002Revistahttp://www.sbfisica.org.br/v1/home/index.php/pt/ONGhttps://old.scielo.br/oai/scielo-oai.phpsbfisica@sbfisica.org.br||sbfisica@sbfisica.org.br1678-44480103-9733opendoar:2004-11-04T00:00Brazilian Journal of Physics - Sociedade Brasileira de Física (SBF)false
dc.title.none.fl_str_mv A guided walk down Wall Street: an introduction to econophysics
title A guided walk down Wall Street: an introduction to econophysics
spellingShingle A guided walk down Wall Street: an introduction to econophysics
Vasconcelos,Giovani L.
title_short A guided walk down Wall Street: an introduction to econophysics
title_full A guided walk down Wall Street: an introduction to econophysics
title_fullStr A guided walk down Wall Street: an introduction to econophysics
title_full_unstemmed A guided walk down Wall Street: an introduction to econophysics
title_sort A guided walk down Wall Street: an introduction to econophysics
author Vasconcelos,Giovani L.
author_facet Vasconcelos,Giovani L.
author_role author
dc.contributor.author.fl_str_mv Vasconcelos,Giovani L.
description 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.
publishDate 2004
dc.date.none.fl_str_mv 2004-09-01
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
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dc.identifier.uri.fl_str_mv http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0103-97332004000600002
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dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 10.1590/S0103-97332004000600002
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv text/html
dc.publisher.none.fl_str_mv Sociedade Brasileira de Física
publisher.none.fl_str_mv Sociedade Brasileira de Física
dc.source.none.fl_str_mv Brazilian Journal of Physics v.34 n.3b 2004
reponame:Brazilian Journal of Physics
instname:Sociedade Brasileira de Física (SBF)
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instname_str Sociedade Brasileira de Física (SBF)
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reponame_str Brazilian Journal of Physics
collection Brazilian Journal of Physics
repository.name.fl_str_mv Brazilian Journal of Physics - Sociedade Brasileira de Física (SBF)
repository.mail.fl_str_mv sbfisica@sbfisica.org.br||sbfisica@sbfisica.org.br
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