| 书目名称 | Studies of Credit and Equity Markets with Concepts of Theoretical Physics | | 编辑 | Michael C. Münnix | | 视频video | | | 图书封面 |  | | 描述 | 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.. | | 出版日期 | Book 2011 | | 关键词 | Finanzmärkte; Kreditrisiko; Risiko-Management; Statistische Abhängigkeiten; Theoretische Physik; quantita | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-8348-8328-5 | | isbn_softcover | 978-3-8348-1771-6 | | isbn_ebook | 978-3-8348-8328-5 | | copyright | Vieweg+Teubner Verlag | Springer Fachmedien Wiesbaden GmbH, Wiesbaden 2011 |
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发表于 2025-3-21 18:11:08
