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Mathematics of finance

  1. Oct 30, 2009 #1
    Hi,

    I'm not sure to which forum my question related.

    Is there a connection between models used in mathematics of finance (such as Markov property or Brownian motion) and topics related to number theory (like Zeta functions for example)?

    Thanks
     
  2. jcsd
  3. Oct 30, 2009 #2
    What I know is that there are connections between random matrix theory and the zeros of functions related to the Riemann zeta function....
     
  4. Oct 30, 2009 #3
    thanks,
    Do you what kind of connection? any example?
     
  5. Oct 31, 2009 #4
    Well, I recently attended a seminar talk about some sort of connection, the paper can be found at http://arxiv.org/abs/0902.1757" [Broken], there are probably references in it...
     
    Last edited by a moderator: May 4, 2017
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