Finance from the viewpoint of physics
Statistical Finance
2020-01-30 v2 Physics and Society
Abstract
In this note we review the basic mathematical ideas used in finance in the language of modern physics. We focus on discrete time formalism, derive path integral and Green's function formulas for pricing. We also discuss various risk mitigation methods.
Cite
@article{arxiv.2001.09446,
title = {Finance from the viewpoint of physics},
author = {A. Jakovac},
journal= {arXiv preprint arXiv:2001.09446},
year = {2020}
}
Comments
34 pages