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studies of credit and equity markets with concepts of theoretical physics (in English)
Michael Münnix
(Author)
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Vieweg+teubner Verlag
· Paperback
studies of credit and equity markets with concepts of theoretical physics (in English) - Münnix, Michael
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Synopsis "studies of credit and equity markets with concepts of theoretical physics (in English)"
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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All books in our catalog are Original.
The book is written in English.
The binding of this edition is Paperback.
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