Berlin 2008 – wissenschaftliches Programm

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AKSOE: Arbeitskreis Physik sozio-ökonomischer Systeme

AKSOE 16: Financial Markets and Risk Management III

Donnerstag, 28. Februar 2008, 13:30–16:00, EW 203

	13:30	AKSOE 16.1	When are Extreme Events the easier to predict, the larger they are? — •S. Hallerberg and H. Kantz
	14:00	AKSOE 16.2	Credit risk — a structural model with jumps and correlations — •Rudi Schäfer, Markus Sjölin, Andreas Sundin, Michal Wolanski, and Thomas Guhr
	14:30	AKSOE 16.3	Time scales and asynchronism in a simple model of financial markets — •Giancarlo Mosetti and Damien Challet
	15:00	AKSOE 16.4	Multifractality and phase transition within the structure defined by the intertransaction time-intervals — •Andrzej Kasprzak, Josep Perelló, Jaume Masoliver, and Ryszard Kutner
	15:30	AKSOE 16.5	Exponential distributions with "fat tails" for sales of goods: correspondence to individual income distributions — •Romanovsky Michael