Title Studies of Credit and Equity Markets with Concepts of Theoretical Physics Author(s) M??nnix, Michael Publication Wiesbaden, 1. Imprint: Vieweg+Teubner Verlag 2. Vieweg+Teubner Verlag, 2011. Description XVII, 173 p : online resource Abstract Note 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. M??nnix 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 ISBN,Price 9783834883285 Keyword(s) 1. EBOOK 2. EBOOK - SPRINGER 3. Economics, Mathematical?? 4. Quantitative Finance Item Type eBook Multi-Media Links Please Click here for eBook Circulation Data Accession#   Call# Status Issued To Return Due On Physical Location I07295     On Shelf