Loading Events

« All Events

  • This event has passed.

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

22 November 2017, 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.




22 November 2017
5:30 pm – 7:00 pm
Event Category:


LAK 2.06
Lakatos Building
London, WC2A 2AE United Kingdom
+ Google Map