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Foundations of Financial Economics: The Key Role of the Gaussian Distribution

Franck Jovanovic and Christophe Schinckus

in Econophysics and Financial Economics: An Emerging Dialogue

Published in print:
2017
Published Online:
December 2016
ISBN:
9780190205034
eISBN:
9780190205065
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780190205034.003.0001
Subject:
Economics and Finance, Financial Economics

Chapter 1 analyzes how the Gaussian distribution became the cornerstone of financial economics. It roots the first origins and justifications of this distribution in the works of Jules Regnault ... More


Econophysics and Financial Economics: An Emerging Dialogue

Franck Jovanovic and Christophe Schinckus

Published in print:
2017
Published Online:
December 2016
ISBN:
9780190205034
eISBN:
9780190205065
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780190205034.001.0001
Subject:
Economics and Finance, Financial Economics

How can we create a profitable dialogue between financial economists and econophysicists? This book moves beyond the disciplinary frontiers in order to initiate the development of a common ... More


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