Peter Richmond

Trinity College (Dublin) - Department of Physics

2-3 College Green

Dublin, Leinster

Ireland

SCHOLARLY PAPERS

3

DOWNLOADS

386

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

A Random Matrix Theory Based Analysis of Stocks of Markets from Different Countries

Number of pages: 6 Posted: 02 Oct 2007
Trinity College Dublin - School of Business, Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - School of Physics and Trinity College (Dublin) - Department of Physics
Downloads 231 (132,424)

Abstract:

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Random Matrix, correlations, geographical, country

2.

Modelling the Term Structure of Interest Rates a La Heath-Jarrow-Morton But with Non-Gaussian Fluctuations

Number of pages: 18 Posted: 15 Aug 2004
Trinity College (Dublin) - Department of Physics, Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - Department of Physics
Downloads 155 (190,346)

Abstract:

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Stochastic differential equations, Ito's lemma, Term structure of interest rates, Pricing of financial derivatives, Scaling limits of Continuous Time Random Walks, Steepest descent approximation

3.

A Random-Matrix-Theory-Based Analysis of Stocks of Markets from Different Countries

Advances in Complex Systems, Vol. 11, No. 5, pp. 655-668, 2008
Posted: 25 Nov 2009
Trinity College (Dublin) - School of Physics, Trinity College (Dublin) - Department of Physics, Trinity College (Dublin) - School of Physics and Trinity Business School, Trinity College Dublin

Abstract:

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Econophysics, random matrix theory, random time series