Particles, Astrophysics, and Nuclear Physics Seminar
Physics of Financial Markets
Lebedev Physics Institute
The talk discusses three major topics of quantitative description of financial market dynamics as seen from physics perspective. The first issue is a view on stock price evolution as a Brownian motion. The second topic is a discussion of price dynamics in the language of a theory of dynamical systems. Finally the interrelation between the agent-based models of financial markets and spin glass physics is discussed.
Tuesday, October 3, 2006