JOSEP

PERELLÓ




ASSOCIATE PROFESSOR

DEPARTAMENT DE FÍSICA FONAMENTAL

UNIVERSITAT DE BARCELONA

DESPATX 3.14

MARTÍ I FRANQUÈS, 1.

BARCELONA E-08028 (SPAIN)

TEL 0034934020534

TWITTER

JOSEP.PERELLO@UB.EDU








PHYSICS & FINANCE

We study stochastic dynamical systems, both continuous and discrete models models (random walk). The proposed models are applied to problems in bistability and broadcast media túrbids. The phenomenon of stochastic resonance, noise color fractals and disordered systems are other topics on which we are working. Currently, the group is also engaged in research on stock markets. Since the mid 90s, finance has been one of new fields of study for physics. In this new field of econophysics named, the group investigates the crystallization model of price dynamics and their subsequent implementation in the valuation of financial options and portfolio management.



  • First-Passage and Extremes in Socio-Economic Systems
    PH&F | PUBLICATIONS

    Masoliver, J.; Perelló, J.

    First-Passage and Extremes in Socio-Economic Systems

    In: Metzler, R.; Oshanin, G.; Redner, S. (Eds); First-Passage Phenomena and their applications (World Scientific, Singapore, 2014).