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Mauricio Osvaldo Contreras González

Profesor Titular

Universidad Metropolitana de Ciencias de la Educación

Santiago, Chile

Líneas de Investigación


In the last years, I have worked in Econophysics, that is, applications of physics models to Economics and Finance.

Educación

  •  Doctor en Física, UNIVERSIDAD DE CHILE. Chile, 1996
  •  Magister en Física Nuclear, UNIVERSIDAD DE CHILE. Chile, 1993
  •  Licenciatura en Física, UNIVERSIDAD DE CHILE. Chile, 1988
  •  Postítulo en Psicopedagogía, Universidad Andrés Bello. Chile, 2002

Experiencia Académica

  •   Profesor titular Full Time

    UNIVERSIDAD METROPOLITANA DE CIENCIAS DE LA EDUCACION

    Facultad de Ciencias

    Santiago, Chile

    2020 - At present

  •   Profesor Asistente Full Time

    Universidad Adolfo Ibañez

    Facultad de Ingeniería y Ciencias

    Santiago, Chile

    2004 - 2019

  •   Profesor Full Time

    Universidad Andrés Bello

    Facultad de Ciencias

    Santiago, Chile

    1997 - 2003


 

Article (20)

Resonance phenomena in option pricing with arbitrage
GLOBAL AND LOCAL ADVERTISING STRATEGIES: A DYNAMIC MULTI-MARKET OPTIMAL CONTROL MODEL
The quantum dark side of the optimal control theory
Efectos de non trading y portafolio sobre el test de ratio-varianza.
Dynamic optimization and its relation to classical and quantum constrained systems
Calibration and Simulation of Arbitrage Effects in a Non-Equilibrium Quantum Black-Scholes Model by Using Semi-Classical Methods
Multi-asset Black-Scholes model as a variable second class constrained dynamical system
On the Solution of the Multi-Asset Black-Scholes Model: Correlations, Eigenvalues and Geometry
Option pricing, stochastic volatility, singular dynamics and constrained path integrals
Stochastic volatility models at rho = +/- 1 as second class constrained Hamiltonian systems
A quantum model of option pricing: When Black-Scholes meets Schrodinger and its semi-classical limit
Dynamic option pricing with endogenous stochastic arbitrage
Torsion induces gravity
Path integral measure for first-order and metric gravities
Conserved charges for even dimensional asymptotically AdS gravity theories
Conserved charges for gravity with locally anti-de Sitter asymptotics
A note on the spin connection representation of gravity
Darboux coordinates for (first-order) tetrad gravity
Coupled Channel Calculations in Gauge space for nucleon-pair transfer.
COUPLED CHANNEL FORMALISM IN GAUGE SPACE FOR NUCLEON-PAIR TRANSFER

Proyecto (4)

Sistemas Hamiltonianos Clásicos y Cuánticos de segunda clase y su aplicación en finanzas
QUANTUM FORMULATION OF FIRST ORDER GRAVITY
ESTRUCTURA DE LA GRAVITACION DE PRIMER ORDEN EN DIMENSION D
TOPOLOGIA Y TEORIAS CUANTICAS DE CAMPOS EN DOS Y TRES DIMENSIONES.
20
Mauricio Contreras

Profesor Titular

Departamento de Física

Universidad Metropolitana de Ciencias de la Educación

Santiago, Chile

5
Marcelo Villena

Profesor Investigador

Ingeniería & Ciencias

Universidad Adolfo Ibánez

Santiago, Chile

3
Rodrigo Aros

Director de la licenciatura en fisica

Departarmento de ciencias fisicas

UNIVERSIDAD ANDRES BELLO

Santiago, Chile

2
Jorge Zanelli

Researcher

Theoretical Physics Laboratoy

CENTRO DE ESTUDIOS CIENTIFICOS

VALDIVIA, Chile

1
Rodrigo Olea

Associate Professor

Departamento de Ciencias Físicas

UNIVERSIDAD ANDRES BELLO

Santiago, Chile

1
Ricardo Troncoso

Researcher

CENTRO DE ESTUDIOS CIENTIFICOS (CECs)

Valdivia, Chile