The application of methods of physics to the analysis of financial markets and economic phenomena. In reference to financial markets main topics are: stochastic processes represented by market prices, optimal portfolios (maximizing returns while minimizing risks), option pricing (standard and nonstandard views). Economic systems: positive vs. negative feedbacks affecting economic trends, distribution of wealth in differenet economies, univerality.

Prerequisites

Calculus and essentials of Fourier analysis
Undergraduate enrollment requires consent of Director of Undergraduate Studies

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Contact

Prospective students can get more information from the Director of Undergraduate Studies or the Director of Graduate Studies.

Updated: Jan-10-2003 | Contact: webmaster | Printable version
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