登入選單
返回Google圖書搜尋
Studies of Credit and Equity Markets with Concepts of Theoretical Physics
Michael Münnix
出版Springer Science & Business Media, 2011-07-29
主題Mathematics / AppliedBusiness & Economics / Accounting / GeneralBusiness & Economics / General
ISBN383488328X9783834883285
URLhttp://books.google.com.hk/books?id=RQ6DKm63qbwC&hl=&source=gbs_api
EBookSAMPLE
註釋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.