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Anglický jazyk
Studies of Credit and Equity Markets with Concepts of Theoretical Physics
Autor: Michael Münnix
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... Viac o knihe
Na objednávku
49.49 €
bežná cena: 54.99 €
O knihe
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.
- Vydavateľstvo: Vieweg+Teubner Verlag
- Rok vydania: 2011
- Formát: Paperback
- Rozmer: 210 x 148 mm
- Jazyk: Anglický jazyk
- ISBN: 9783834817716
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