| Studies of Credit and Equity Markets with Concepts of Theoretical Physics 2011 Edition Contributor(s): Münnix, Michael (Author) |
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ISBN: 3834817716 ISBN-13: 9783834817716 Publisher: Vieweg+teubner Verlag OUR PRICE: $52.24 Product Type: Paperback Published: July 2011 |
| Additional Information |
| BISAC Categories: - Mathematics | Game Theory - Mathematics | Applied |
| Dewey: 332.015 |
| Physical Information: 0.41" H x 5.83" W x 8.27" (0.52 lbs) 173 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: Michael C. M nnix analyses the statistical dependencies in financial markets and develops mathematical models using concepts and methods from physics. The author focuses on aspects that played a key role in the emergence of the recent financial crisis: estimation of credit risk, dynamics of statistical dependencies, and correlations on small time-scales. He visualizes the findings for various large-scale empirical studies of market data. The results give novel insights into the mechanisms of financial markets and allow conclusions on how to reduce financial risk significantly. |