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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.

Record Type:	Electronic resources : Monograph/item
Title/Author:	A Mathematical Physics Approach to Modeling Financial Derivatives./
Author:	Warta, James H.
Published:	Ann Arbor : ProQuest Dissertations & Theses, : 2019,
Description:	109 p.
Notes:	Source: Masters Abstracts International, Volume: 80-12.
Contained By:	Masters Abstracts International80-12.
Subject:	Statistical physics. -
Online resource:	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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100 1 $a Warta, James H. $3 3435065
245 1 0 $a A Mathematical Physics Approach to Modeling Financial Derivatives.
260 1 $a Ann Arbor : $b ProQuest Dissertations & Theses, $c 2019
300 $a 109 p.
500 $a Source: Masters Abstracts International, Volume: 80-12.
500 $a Publisher info.: Dissertation/Thesis.
500 $a Advisor: Erway, Jennifer;Raynor, Sarah.
502 $a Thesis (M.A.)--Wake Forest University, 2019.
506 $a This item must not be sold to any third party vendors.
520 $a 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.
590 $a School code: 0248.
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650 4 $a Applied Mathematics. $3 1669109
650 4 $a Economic theory. $3 1556984
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710 2 $a Wake Forest University. $b Mathematics and Statistics. $3 3435066
773 0 $t Masters Abstracts International $g 80-12.
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792 $a 2019
793 $a English
856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=13879693