Studies of Credit and Equity Markets with Concepts of Theoretical Physics
| Autor: | Michael Münnix |
|---|---|
| EAN: | 9783834883285 |
| eBook Format: | |
| Sprache: | Englisch |
| Produktart: | eBook |
| Veröffentlichungsdatum: | 29.07.2011 |
| Kategorie: | |
| Schlagworte: | Finanzmärkte Kreditrisiko Risiko-Management Statistische Abhängigkeiten Theoretische Physik |
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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.
Dr. Michael C. Münnix completed his dissertation under the supervision of Prof. Dr. Thomas Guhr at the University of Duisburg-Essen after conducting his research at Boston University where he collaborated with Prof. H. Eugene Stanley.
Dr. Michael C. Münnix completed his dissertation under the supervision of Prof. Dr. Thomas Guhr at the University of Duisburg-Essen after conducting his research at Boston University where he collaborated with Prof. H. Eugene Stanley.
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