|Title: Research Methodology
|Semester: Winter (1st)
|Tutor: Athanasios Giannakopoulos, Professor
The purpose of this short course is to familiarize students with the basic concepts and techniques of financial mathematics so that (a) prepare them for more specialized courses of MSc related to Economic Physics, (b) to help them to incorporate the new knowledge they will acquire in the context of quantitative techniques for finance and (c) to highlight its aspects which may not be adequately covered by the existing techniques, so that they are sources of interest in problems which can be addressed by the new proposed methods of Econophysics.
Since all new insights need to integrate or fully understand the older ones so they can improve or degrade them, it is necessary before students begin in the new theory of EconoPhysics to understand as much as possible the present dominant theory in financials that are stochastic financial mathematics.
Suggested for further reading:
– Α. Ν. Giannakopoulos, Introduction in Stochastic Finance, Notes from AUEB.