Seminar: Econophysics – Overview
Due to high demand and very limited supply, the seminar is booked out. Thank you very much to all students for the great interest and participation.
- During the semester, we will introduce the basics of physical analysisin economics and finance: basic mechanisms of financial markets; marketbehaviors in short and long time scales; theoretical and simulation models; risk measurements and portfolio optimization techniques; options and futures; herding behaviors and their impact on markets.
- The first part of seminar will take the form of a reading class, with assigned readings from textbooks and papers to be discussed in class during the following weekly meeting.
- Prerequisites: some probability theory background is recommended. Chapters 1, 2, 3, 4 of Bouchaud's "Theory of Financial Risk and Derivative Pricing" or chapters 3, 4 of Mantegna's "An Introduction to Econophysics" can serve as crash-course or refresher on expected knowledge.
- At the end of the semester, students can earn 3 ECTS credits by giving a presentation on more specific or advanced, building on the knowledge acquired during the first part of the seminar.
- If interested in participating, contact Karl Wienand.
- Due to high demand and very limited supply, the seminar is booked out. Thank you very much to all students for the great interest and participation.