Michael C. Munnix 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.
General
| Imprint: |
Vieweg+teubner Verlag
|
| Country of origin: |
Germany |
| Release date: |
July 2011 |
| First published: |
2011 |
| Authors: |
Michael Munnix
|
| Dimensions: |
210 x 148 x 10mm (L x W x T) |
| Format: |
Paperback
|
| Pages: |
173 |
| Edition: |
2011 |
| ISBN-13: |
978-3-8348-1771-6 |
| Subtitles: |
German
|
| Categories: |
Books >
Business & Economics >
Finance & accounting >
General
Promotions
|
| LSN: |
3-8348-1771-6 |
| Barcode: |
9783834817716 |
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