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Mauricio Osvaldo Contreras González

Profesor Titular

Universidad Metropolitana de Ciencias de la Educación

Santiago, Chile

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

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

Profesor titular Full Time

UNIVERSIDAD METROPOLITANA DE CIENCIAS DE LA EDUCACION

Facultad de Ciencias

Santiago, Chile

2020 - A la fecha
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


Resonance phenomena in option pricing with arbitrage Contreras M.; EcheverrÃa J.; PeÃ±a J.P.; Villena M. Article ISI SCOPUS (2020)
GLOBAL AND LOCAL ADVERTISING STRATEGIES: A DYNAMIC MULTI-MARKET OPTIMAL CONTROL MODEL Villena M.J.; Contreras M. Article ISI SCOPUS JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION (2019)
The quantum dark side of the optimal control theory Contreras, M; Pena, JP Article ISI SCOPUS PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2019)
Efectos de non trading y portafolio sobre el test de ratio-varianza. Ortiz R.; Contreras M.; Villena M. Article Procceding CLADEA (2018)
Dynamic optimization and its relation to classical and quantum constrained systems Contreras M.; Pellicer R.; Villena M. Article ISI SCOPUS PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2017)
Calibration and Simulation of Arbitrage Effects in a Non-Equilibrium Quantum Black-Scholes Model by Using Semi-Classical Methods Contreras M.; Pellicer R.; Santiagos D.; Villena M. Article Journal of Mathematical Finance (2016)
Multi-asset Black-Scholes model as a variable second class constrained dynamical system Bustamante, M; Contreras M. Article ISI SCOPUS Physica A: Statistical Mechanics and its Applications (2016)
On the Solution of the Multi-Asset Black-Scholes Model: Correlations, Eigenvalues and Geometry Contreras M.; Llanquihuén A.; Villena M. Article J. Math. Finance Vol. No.4 , October 14, 2016 (2016)
Option pricing, stochastic volatility, singular dynamics and constrained path integrals Contreras M.; Hojman, SA Article ISI PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2014)
Stochastic volatility models at rho = +/- 1 as second class constrained Hamiltonian systems Contreras, GM Article ISI SCOPUS PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2014)
A quantum model of option pricing: When Black-Scholes meets Schrodinger and its semi-classical limit Contreras M.; Pellicer R.; Villena, M; Ruiz A. Article ISI SCOPUS Physica A: Statistical Mechanics and its Applications (2010)
Dynamic option pricing with endogenous stochastic arbitrage Contreras M.; Montalva, R; Pellicer R.; Villena, M Article ISI SCOPUS Physica A: Statistical Mechanics and its Applications (2010)
Torsion induces gravity Aros, R; Contreras M. Article ISI SCOPUS PHYSICAL REVIEW D (2006)
Path integral measure for first-order and metric gravities Aros, R; Contreras M.; Zanelli, J Article ISI SCOPUS CLASSICAL AND QUANTUM GRAVITY (2003)
Conserved charges for even dimensional asymptotically AdS gravity theories Aros, R; Contreras, M; Olea, R; Troncoso, R; Zanelli, J Article ISI PHYSICAL REVIEW D (2000)
Conserved charges for gravity with locally anti-de Sitter asymptotics Aros, R; Contreras M.; Olea, R; Troncoso R.; Zanelli, J Article ISI SCOPUS PHYSICAL REVIEW LETTERS (2000)
A note on the spin connection representation of gravity Contreras, M; Zanelli, J Article ISI CLASSICAL AND QUANTUM GRAVITY (1999)
Darboux coordinates for (first-order) tetrad gravity Banados, M; Contreras, M Article ISI CLASSICAL AND QUANTUM GRAVITY (1998)
Coupled Channel Calculations in Gauge space for nucleon-pair transfer. Massmann H.; Contreras M. Article Nuclear Physics, pp. 1-350 (1993) (1993)
COUPLED CHANNEL FORMALISM IN GAUGE SPACE FOR NUCLEON-PAIR TRANSFER CONTRERAS, M; MASSMANN, H; DRAGUN, O; SPINELLA, MR; TESTONI, JE Article ISI PHYSICS LETTERS B (1992)


Sistemas Hamiltonianos Clásicos y Cuánticos de segunda clase y su aplicación en finanzas Universidad Adolfo Ibañez (Concurso de Investigación Individual 2018) Proyecto 2018-2018 Inv. Principal
QUANTUM FORMULATION OF FIRST ORDER GRAVITY FONDECYT (3960007) Proyecto 1996-1999 Inv. Responsable
ESTRUCTURA DE LA GRAVITACION DE PRIMER ORDEN EN DIMENSION D FONDECYT (2950006) Proyecto 1995-1997 Inv. Responsable
TOPOLOGIA Y TEORIAS CUANTICAS DE CAMPOS EN DOS Y TRES DIMENSIONES. FONDECYT (1950278) Proyecto 1995-1998 Personal técnico y/o de apoyo