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Bryan Roberts (LSE): “The Mechanics of Markets”

22 November, 5:30 pm7:00 pm

Abstract: Many philosophers and economists have concluded that the models of economics and finance are strictly inaccurate. This paper argues on the contrary that techniques from physics, and especially classical mechanics, can be used to accurately represent the microdynamics of financial markets. I give a number of simple examples to illustrate this approach to econophysics to newcomers, and then propose a general Hamiltonian framework for quantitative finance from first principles.

Bryan Roberts is an Associate Professor here in the Department.

 

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Details

Date:
22 November
Time:
5:30 pm – 7:00 pm
Event Category:

Venue

LAK 2.06
Lakatos Building
London, WC2A 2AE United Kingdom
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Website:
http://www.lse.ac.uk/