Berlin 2008 – wissenschaftliches Programm
Bereiche | Tage | Auswahl | Suche | Downloads | Hilfe
AKSOE: Arbeitskreis Physik sozio-ökonomischer Systeme
AKSOE 16: Financial Markets and Risk Management III
Donnerstag, 28. Februar 2008, 13:30–16:00, EW 203
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13:30 | AKSOE 16.1 | When are Extreme Events the easier to predict, the larger they are? — •S. Hallerberg and H. Kantz |
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14:00 | AKSOE 16.2 | Credit risk — a structural model with jumps and correlations — •Rudi Schäfer, Markus Sjölin, Andreas Sundin, Michal Wolanski, and Thomas Guhr |
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14:30 | AKSOE 16.3 | Time scales and asynchronism in a simple model of financial markets — •Giancarlo Mosetti and Damien Challet |
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15:00 | AKSOE 16.4 | Multifractality and phase transition within the structure defined by the intertransaction time-intervals — •Andrzej Kasprzak, Josep Perelló, Jaume Masoliver, and Ryszard Kutner |
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15:30 | AKSOE 16.5 | Exponential distributions with "fat tails" for sales of goods: correspondence to individual income distributions — •Romanovsky Michael |