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Studies of Credit and Equity Markets with Concepts of Theoretical Physics
Michael Munnix
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Description for Studies of Credit and Equity Markets with Concepts of Theoretical Physics
Paperback. Num Pages: 173 pages, 11 black & white tables, biography. BIC Classification: KF. Category: (P) Professional & Vocational. Dimension: 210 x 148 x 10. Weight in Grams: 285.
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.
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.
Product Details
Format
Paperback
Publication date
2011
Publisher
Springer Fachmedien Wiesbaden Germany
Number of pages
173
Condition
New
Number of Pages
173
Place of Publication
Weisbaden, Germany
ISBN
9783834817716
SKU
V9783834817716
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Michael Munnix
Dr. Michael C. Münnix completed his dissertation under the supervision of Prof. Dr. Thomas Guhr at the University of Duisburg-Essen after conducting his research at Boston University where he collaborated with Prof. H. Eugene Stanley.
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