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A Mathematical Physics Approach to M...

Warta, James H.

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A Mathematical Physics Approach to Modeling Financial Derivatives.

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	A Mathematical Physics Approach to Modeling Financial Derivatives./
作者:	Warta, James H.
出版者:	Ann Arbor : ProQuest Dissertations & Theses, : 2019,
面頁冊數:	109 p.
附註:	Source: Masters Abstracts International, Volume: 80-12.
Contained By:	Masters Abstracts International80-12.
標題:	Statistical physics. -
電子資源:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=13879693
ISBN:	9781392213698

A Mathematical Physics Approach to Modeling Financial Derivatives.
Warta, James H.

A Mathematical Physics Approach to Modeling Financial Derivatives. - Ann Arbor : ProQuest Dissertations & Theses, 2019 - 109 p.

Source: Masters Abstracts International, Volume: 80-12.

Thesis (M.A.)--Wake Forest University, 2019.

This item must not be sold to any third party vendors.

In this thesis, a framework for modeling the potential impact of financial derivatives trading on the behavior of a market is developed by using the treatments of game theory, analysis and mathematical physics. Framework was used to characterize historical periods of a market as phases that corresponded to different distributions of fifty-day volatility.

ISBN: 9781392213698Subjects--Topical Terms:

536281
Statistical physics.

A Mathematical Physics Approach to Modeling Financial Derivatives.
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