Studies of Credit and Equity Markets with Concepts of Theoretical Physics

• Κύριος συγγραφέας: Münnix, Michael C. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Wiesbaden : Vieweg+Teubner, 2011.
• Θέματα: Mathematics.; Economics, Mathematical.; Quantitative Finance.

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 conce...