반응형 Quantitative Finance2 Decoding Einstein (1905): The Physics Behind the Black-Scholes Model Key Insight: 5. Einstein Brownian Motion Diffusion Coefficient. This post dissects Einstein's 1905 paper to reveal the true origin of market volatility models and why blind reliance on the square root of time rule creates "fake volatility." To be honest, looking at the modern financial markets recently, I have often felt a sense of stifling suffocation. We are bombarded with news .. 2026. 1. 23. Fat Tails and Lévy Distributions: How Normal Distributions Ruin Your Account The Dangerous Liaison Between Physics and FinanceWe seek order within the chaos of the market through the 'Spin Glass Theory,' the bible of complex systems physics, and 'Econophysics,' which interprets financial markets through science. We dive deep into how Parisi's theory might just be what saves your portfolio.To be honest, the stock market charts we look at every day often feel like pure cha.. 2026. 1. 11. 이전 1 다음 반응형
