Gauge Physics of Finance: simple introduction

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dc.creatorIlinski, Kirill N
dc.date1998-11-13
dc.date.accessioned2026-07-07T12:11:05Z
dc.date.available2026-07-07T12:11:05Z
dc.descriptionIn 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.
dc.description16 pages, 2 figures, written for MoneyWeb
dc.identifierhttps://arxiv.org/abs/cond-mat/9811197
dc.identifierhttp://arxiv.org/abs/cond-mat/9811197
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/210117
dc.subjectStatistical Mechanics
dc.subjectAdaptation and Self-Organizing Systems
dc.subjectPhysics and Society
dc.subjectPricing of Securities
dc.subjectQuantum Physics
dc.titleGauge Physics of Finance: simple introduction
dc.typetext

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