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A Statistical Mechanics Approach to Financial Engineering: GBM and the Black-Scholes Framework
I. Introduction The intersection of physics and finance, often termed "Econophysics," seeks to apply the laws of statistical mechanics to economic systems. Just as a physicist cannot predict the motion of a single molecule but can describe the thermodynamic properties of a gas, financial modeling aims to describe the probabilistic distribution of asset prices rather than predicting exact values. This study focuses on NVIDIA (NVDA) , a high-volatility asset, to demonstrate how

Kunwoo Park
2025년 12월 24일4분 분량
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