mathematics of finance

[yaron123]

Hi,

I'm not sure to which forum my question related.

Is there a connection between models used in mathematics of finance (such as Markov property or Brownian motion) and topics related to number theory (like Zeta functions for example)?

Thanks

[Pere Callahan]

What I know is that there are connections between random matrix theory and the zeros of functions related to the Riemann zeta function....

[yaron123]

thanks,
Do you what kind of connection? any example?

[Pere Callahan]

Well, I recently attended a seminar talk about some sort of connection, the paper can be found at http://arxiv.org/abs/0902.1757, there are probably references in it...