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Berlin 2008 – scientific programme

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AKSOE: Arbeitskreis Physik sozio-ökonomischer Systeme

AKSOE 16: Financial Markets and Risk Management III

Thursday, February 28, 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
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