2011, ISBN: 3834817716

[EAN: 9783834817716], Neubuch, [SC: 0.0], [PU: Vieweg & Teubner Verlag], PHYSIK / THEORETISCHE PHYSIK; FINANZMÄRKTE; KREDITRISIKO; RISIKO-MANAGEMENT; STATISTISCHEABHÄNGIGKEITEN; THEORETIS… More...

[EAN: 9783834817716], Neubuch, [SC: 0.0], [PU: Vieweg & Teubner Verlag], PHYSIK / THEORETISCHE PHYSIK; FINANZMÄRKTE; KREDITRISIKO; RISIKO-MANAGEMENT; STATISTISCHEABHÄNGIGKEITEN; THEORETISCHEPHYSIK; QUANTITATIVEFINANCE, Druck auf Anfrage Neuware - Printed after ordering - 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. 192 pp. Englisch, Books<

2011, ISBN: 9783834817716

[ED: Taschenbuch], [PU: Vieweg & Teubner], Financial markets are becoming increasingly complex. The financial crisis of 2008 to 2009 has demonstrated that an improved understanding of the… More...

[ED: Taschenbuch], [PU: Vieweg & Teubner], 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., DE, [SC: 0.00], Neuware, gewerbliches Angebot, 172, [GW: 286g], Banküberweisung, PayPal, Sofortüberweisung<

2009, ISBN: 9783834817716

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… More...

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., Vieweg+Teubner Verlag<

2011, ISBN: 3834817716

Kartoniert / Broschiert Physik / Theoretische Physik, Rechnungswesen, Wirtschaft / Finanzen, Kredit, Mathematik, Spieltheorie (mathematisch), Finanz- und Rechnungswesen, Physik, Angewand… More...

Kartoniert / Broschiert Physik / Theoretische Physik, Rechnungswesen, Wirtschaft / Finanzen, Kredit, Mathematik, Spieltheorie (mathematisch), Finanz- und Rechnungswesen, Physik, Angewandte Mathematik, mit Schutzumschlag 11, [PU:Vieweg+Teubner Verlag; Vieweg & Teubner]<