- 2022-11-24 13:55 |
- Aula Federman
Quant Finance – methods of Mathematical Physics in Finance
CRISIL Global Risk & Analytics
Jueves 10/10/2013, 14 hs
Aula Seminario, 2do piso, Pabellón I
From a physicist viewpoint, financial models resemble very much considerations of Statistical Physics and hence it is not a surprise that financial practitioners use, quite frankly, the same mathematical methods as physicist do. However unlike in Physics, Quantitative Finance is not about making predictions but about "fair" pricing today. This subtle difference makes the objectives of these disciplines very different.
Finally if times allows I will present my recent paper concerning “relativistic” extensions of the financial models.