Dresden 2006 – wissenschaftliches Programm

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AKSOE: Physik sozio-ökonomischer Systeme

AKSOE 2: Financial Markets and Risk Management I

Montag, 27. März 2006, 10:15–12:45, BAR 205

	10:15	AKSOE 2.1	Phase Transition Model of Catastrophe Insurance Claims — •Gordon Woo
	10:45	AKSOE 2.2	The Multi-Fractal Model of Asset Returns: Its Estimation via GMM and its Use for Volatility Forecasting — •Thomas Lux
	11:15	AKSOE 2.3	Risk bubbles and dynamic instability in multi-asset markets — •Matteo Marsili and Giacomo Raffaelli
	11:45	AKSOE 2.4	Size matters: parametric non-universality in stock market data — •Zoltan Eisler and Janos Kertesz
	12:15	AKSOE 2.5	Endogenous Price Formation: an universal mechanism in financial markets? — •Stefan Reimann