Modelling stock markets through bosonic operators
In this talk we analyze stock markets in terms of some non commuting operators which are used to describe, in particular, the portfolios of the various traders and other "observable" quantities. After few introductory
considerations, we discuss a model of closed market with an
arbitrary number of traders and in which a single kind of share is exchanged. We discuss approximated solutions for the time evolution of the portfolio of each trader and possible extensions of the model.