Gauge Physics of Finance: simple introduction

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In this paper we state the fundamental principles of the gauge approach to financial economics and demonstrate the ways of its application. In particular, modelling of realistic price processes is considered for an example of S&P500 market index. Derivative pricing and portfolio theory are also briefly discussed.
16 pages, 2 figures, written for MoneyWeb

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Statistical Mechanics, Adaptation and Self-Organizing Systems, Physics and Society, Pricing of Securities, Quantum Physics

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http://salesiana.dossiersoluciones.com/handle/123456789/210117

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/cond-mat/9811197
 http://arxiv.org/abs/cond-mat/9811197

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arXiv