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DPG

Dresden 2009 – wissenschaftliches Programm

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AGSOE: Arbeitsgruppe Physik sozio-ökonomischer Systeme

AGSOE 4: Financial Markets and Risk Management III

Montag, 23. März 2009, 14:00–16:00, BAR 205

14:00 AGSOE 4.1 Reliable Quantification and Efficient Estimation of Credit Risk — •Jörn Dunkel and Stefan Weber
14:30 AGSOE 4.2 Double risks portfolio optimization problem for pension funds — •Uli Spreitzer and Vladimir Reznik
15:00 AGSOE 4.3 Credit Risk and the limits of diversification — •Rudi Schäfer, Alexander Koivusalo, and Thomas Guhr
15:30 AGSOE 4.4 Time-dependent correlations in financial markets — •Michael Münnix, Rudi Schäfer, and Thomas Guhr
15:45 AGSOE 4.5 A numerical analysis of eigenvalues and eigenvectors of covariance matrices — •Daniel Fulger, Enrico Scalas, Giulia Iori, Mauro Politi, and Guido Germano
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