Geodesic
An introduction to econophysics and quantitative finance
Rémy Chicheportiche1 ; Thibault Jaisson2 ; Iacopo Mastromatteo2 ; Vincent Vargas3
1 Chaire de Finance Quantitative, École Centrale Paris, 92290 Châtenay-Malabry.
2 Centre de Mathématiques Appliquées, CNRS, École Polytechnique, UMR 7641, 91128 Palaiseau.
3 ENS Ulm, DMA, 45 rue d’Ulm, 75005 Paris.
ESAIM. Proceedings, Tome 51 (2015), pp. 320-336 Cet article a éte moissonné depuis la source EDP Sciences

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This paper gives an account of the talks given by the authors at the 2014 MAS conference in Toulouse. These talks present recent research in the field of econophysics and quantitative finance.
DOI : 10.1051/proc/201551017

Rémy Chicheportiche 1 ; Thibault Jaisson 2 ; Iacopo Mastromatteo 2 ; Vincent Vargas 3

1 Chaire de Finance Quantitative, École Centrale Paris, 92290 Châtenay-Malabry.
2 Centre de Mathématiques Appliquées, CNRS, École Polytechnique, UMR 7641, 91128 Palaiseau.
3 ENS Ulm, DMA, 45 rue d’Ulm, 75005 Paris. 
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     title = {An introduction to econophysics and quantitative finance},
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Rémy Chicheportiche; Thibault Jaisson; Iacopo Mastromatteo; Vincent Vargas. An introduction to econophysics and quantitative finance. ESAIM. Proceedings, Tome 51 (2015), pp. 320-336. doi: 10.1051/proc/201551017

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