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Table of contents (4 chapters)
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About this book
Michael C. Münnix 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.
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Bibliographic Information
Book Title: Studies of Credit and Equity Markets with Concepts of Theoretical Physics
Authors: Michael C. Münnix
DOI: https://doi.org/10.1007/978-3-8348-8328-5
Publisher: Vieweg+Teubner Verlag Wiesbaden
eBook Packages: Physics and Astronomy, Physics and Astronomy (R0)
Copyright Information: Vieweg+Teubner Verlag | Springer Fachmedien Wiesbaden GmbH, Wiesbaden 2011
Softcover ISBN: 978-3-8348-1771-6Published: 29 July 2011
eBook ISBN: 978-3-8348-8328-5Published: 29 July 2011
Edition Number: 1
Number of Pages: XVII, 173
Topics: Quantitative Finance