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Verhandlungen
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DPG

Berlin 2015 – scientific programme

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SOE: Fachverband Physik sozio-ökonomischer Systeme

SOE 4: Financial Markets and Risk Management

Monday, March 16, 2015, 10:45–12:15, MA 001

10:45 SOE 4.1 Markets, herding and response to external information — •Adrián Carro, Raúl Toral, and Maxi San Miguel
11:00 SOE 4.2 Stylized Dynamics from Efficient Pricing — •Felix Patzelt and Klaus Pawelzik
11:15 SOE 4.3 Influence of response time on traders' performances: a double-auction model analysis — •Guanghao Liu, Yu Chen, Fujio Toriumi, and Hirotada Ohashi
11:30 SOE 4.4 Analysis of German Interest Rates according to Standard Models and beyond. — •Magda Schiegl
11:45 SOE 4.5 Solcency II directive and stability of financial markets — •Daniil Osipov and Zere Toleuberdi
12:00 SOE 4.6 Dynamics of multi-asset artificial markets considering inter-market transactions of two types of traders: risk-seekers and risk avoiders — •Hidenori Mabe, Yu Chen, Fujio Toriumi, and Hirotada Ohashi
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