The Physics of Financial Markets: Why stocks are like dust particles in the air

In this episode, we take a random walk down Wall Street and explore the mathematical and physical intuition behind the pricing theory of financial markets: the Brownian motion.
Who would have guessed that stock prices behave like dust particles in the air?

Here is some basics of physics of financial markets. Not only for future quants, but also for those science students who want to have a taste of the broad applications of statistical physics in finance and economics.
From the Black-Scholes equation to risk modeling, the kinetic theory of gases lies at the foundation of modern investment theory and risk management.

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