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SYFT: Fat-Tail Distributions - Applications from Physics to Finance
SYFT 3: Fat-Tail Distributions - Applications from Physics to Finance
Montag, 8. März 2004, 16:00–18:00, Poster D
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16:00 | SYFT 3.1 | Extreme value distributions for processes with Gaussian, Lévy and truncated Lévy distributed increments: A computer simulation study — •Thomas Schwiertz and Wolfgang Paul |
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16:00 | SYFT 3.2 | Pricing of Fire Insurance Contracts — •Magda Schiegl |
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16:00 | SYFT 3.3 | Simple stochastic modeling for financial markets — •Hans-Georg Matuttis |