A guided walk down Wall Street: an introduction to econophysics
Autor(a) principal: | |
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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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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 |
format |
article |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0103-97332004000600002 |
url |
http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0103-97332004000600002 |
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) instacron:SBF |
instname_str |
Sociedade Brasileira de Física (SBF) |
instacron_str |
SBF |
institution |
SBF |
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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1754734861533315072 |