Mauricio Contreras G |
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Mauricio Contreras G Email:mauricio.contreras@uai.cl |
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Biography |
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Dr. Mauricio Contreras G. is an assistant Professor of Physics at the Adolfo Ibañez University in Santiago of Chile. He has an M.S. in Nuclear Physics (1992) and a Ph.D. in Physics (1996) from the University of Chile. He has worked in Nuclear Physics (scattering of nucleon-pair transfer in heavy ion reactions), Gravitation and Quantum Field Theory (the Hamiltonian formulation of the first order gravitational field) and lastly, his work is focused on Econophysics. He is interested in the development and analysis of mathematical models in financial systems. In particular, he is applying Quantum Mechanics to understand the structural mathematical issues of the Black-Scholes and related models (stochastic volatility models, multiassets models, etc.). |
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Research Interest |
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Quantum Mechanics, Field Theory, Gravitation, Econophysics, Stochastic analysis, Option Pricing |