Studies of Credit and Equity Markets with Concepts of Theoretical Physics

Released on by Michael Münnix
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  • Studies of Credit and Equity Markets with Concepts of Theoretical Physics Book Detail

  • Author : Michael Münnix
  • Release Date : 2011-07-29
  • Publisher : Springer Science & Business Media
  • Genre : Mathematics
  • Pages : 181
  • ISBN 13 : 383488328X
  • File Size : 40,40 MB
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Studies of Credit and Equity Markets with Concepts of Theoretical Physics by Michael Münnix PDF Summary

Book Description: 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.

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