Studies of Credit and Equity Markets with Concepts of Theoretical Physics 1

Vetenskap & teknik

Studies of Credit and Equity Markets with Concepts of Theoretical Physics

Michael Münnix • Michael M Nnix • Michael Munnix

Pocket

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173 sidor
2011

Michael C. Munnix 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.

Författare: Michael Münnix, Michael M Nnix, Michael Munnix
Format: Pocket/Paperback
ISBN: 9783834817716
Språk: Engelska
Antal sidor: 173
Utgivningsdatum: 2011-07-29
Förlag: Springer Fachmedien Wiesbaden