Introduction

``I think the next century will be the century of complexity.'' (Stephen Hawking)

Econophysics describes the application of Physics concepts to the study of economics and financial topics. This field had a big boom in the last decade when physicists started to look at open problems in economics and with the large amount of financial data available started to see many differences between the economic theory and empirical results.

Econophysics can be divided in two main areas:

• The first area and probably the main one, is related to the study of stock markets [1,2].
• The second area is related to the study of wealth or income distributions in society. [3,4].

The manipulation of Physics concepts in economics started more than $100$ years ago when Bachelier, in his doctoral thesis, Théorie de la spéculation [5], was the first to formalise the concept of random walks, predating the work of Einstein on Brownian motion.