Book 2011

Studies of Credit and Equity Markets with Concepts of Theoretical Physics

Authors:

ISBN: 978-3-8348-1771-6 (Print) 978-3-8348-8328-5 (Online)

Table of contents (4 chapters)

  1. Front Matter

    Pages I-XVII

  2. No Access

    Chapter

    Pages 1-23

    Introduction

  3. No Access

    Chapter

    Pages 25-65

    Dynamics of Statistical Dependencies in Financial Markets

  4. No Access

    Chapter

    Pages 67-110

    Distorted Financial Correlations: The Epps Effect

  5. No Access

    Chapter

    Pages 111-143

    Credit Risk

  6. Back Matter

    Pages 145-172