Vieweg?? Verlag
Studies of Credit and Equity Markets with Concepts of Theoretical Physics
Product Code:
9783834817716
ISBN13:
9783834817716
Condition:
New
$61.47
Studies of Credit and Equity Markets with Concepts of Theoretical Physics
$61.47
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.
| Author: Michael Münnix |
| Publisher: Vieweg?? Verlag |
| Publication Date: Jul 29, 2011 |
| Number of Pages: 173 pages |
| Binding: Paperback or Softback |
| ISBN-10: 3834817716 |
| ISBN-13: 9783834817716 |
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