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A Guided Walk Down Wall Street: an Introduction to Econophysics

Giovani L. Vasconcelos
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Abstract

This article contains the lecture notes for the short course ``Introduction to Econophysics,'' delivered at the II Brazilian School on Statistical Mechanics, held in Sao 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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Giovani L. Vasconcelos. 2004-08-06. A Guided Walk Down Wall Street: an Introduction to Econophysics. https://doi.org/10.1590/s0103-97332004000600002

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