Contents

• Introduction
  • Stock Markets
  • Wealth Distributions
  
  
• Methods
  • Analysing returns
  • The correlation of stock prices
  • A Random Matrix Theory based analysis of stock correlations
  • Minimal Spanning Trees
    • Distances
    • Mean Occupation Layer
    • Single and Multi Step Survival Rates
  
  
• Results
  • The correlations of stock prices
  • Random Matrix Theory
  • Minimal Spanning Trees
    • Distances
    • Mean Occupation Layer
    • Single and Multi Step Survival Rates
  
  
• Forward Plan
• Computation of parameters of T-student distribution
• Classification and legend for the industrial sectors of FTSE100 and the world indices
• List of Publications and Presentations
• Bibliography