Studies of Credit and Equity Markets with Concepts of Theoretical Physics - Michael Munnix - Books - Springer Fachmedien Wiesbaden - 9783834817716 - July 29, 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

Media Books     Paperback Book   (Book with soft cover and glued back)
Released July 29, 2011
ISBN13 9783834817716
Publishers Springer Fachmedien Wiesbaden
Pages 173
Dimensions 148 × 210 × 10 mm   ·   235 g
Language English   German  

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