Regensburg 2007 – wissenschaftliches Programm

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AKSOE: Arbeitskreis Physik sozio-ökonomischer Systeme

AKSOE 2: Financial Markets and Risk Management I

Montag, 26. März 2007, 10:15–12:45, H8

	10:15	AKSOE 2.1	There can only be one! — •Johannes Josef Schneider, Sebastian Golke, Tobias Preis, and Wolfgang Paul
	10:45	AKSOE 2.2	Bounds for Value at Risk of currency portfolios — •Piotr Jaworski
	11:15	AKSOE 2.3	Fractional relaxations superposed with oscillations and log-periodic bullish anti-bubbles on Warsaw Stock Exchange — •Marzena Kozłowska and Ryszard Kutner
	11:45	AKSOE 2.4	Measure of risk: has it to be coherent — •Uli Spreitzer and Vladimir Reznik
	12:15	AKSOE 2.5	A stochastic model for claim reserves in P&C insurance companies — •Magda Schiegl