Studies of Credit and Equity Markets with Concepts of Theoretical Physics - Michael Munnix - Libros - Springer Fachmedien Wiesbaden - 9783834817716 - 29 de julio de 2011
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Michael Munnix
Studies of Credit and Equity Markets with Concepts of Theoretical Physics 2011 edition

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Financial markets are becoming increasingly complex. The financial crisis of 2008 to 2009 has demonstrated that an improved understanding of the mechanisms embedded in the market is a key requirement for the estimation of financial risk. Recently, concepts of theoretical physics, in particular concepts of complex systems, have proven to be very useful in this regard. 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.

173 pages, 11 black & white tables, biography

Medios de comunicación Libros     Paperback Book   (Libro con tapa blanda y lomo encolado)
Publicado 29 de julio de 2011
ISBN13 9783834817716
Editores Springer Fachmedien Wiesbaden
Páginas 173
Dimensiones 148 × 210 × 10 mm   ·   235 g
Lengua Inglés   Alemán  

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