SOE 18: Financial Markets and Risk Management I
Donnerstag, 17. März 2011, 10:15–13:15, GÖR 226
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10:15 |
SOE 18.1 |
(contribution withdrawn) The dynamics of the World Income distribution — Faustino Prieto and •Jose Maria Sarabia
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10:30 |
SOE 18.2 |
Record statistics in financial data — •Gregor Wergen, Miro Bogner, and Joachim Krug
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10:45 |
SOE 18.3 |
Dominating clasp of the financial sector revealed by partial correlation analysis of the stock market — •Dror Kenett, Michele Tumminello, Asaf Madi, Gitit Gur-Gershgoren, Rosario Mantegna, and Eshel Ben-Jacob
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11:00 |
SOE 18.4 |
Heterogeneity in individual price impact — •Alex Bladon, Tobias Galla, and Esteban Moro
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11:15 |
SOE 18.5 |
Tobin Tax in Minority Game Market Models — •Josephine Mielke, Felix Patzelt, and Klaus Pawelzik
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11:45 |
SOE 18.6 |
Solutions of nonlinear stochastic differential equations with long-range power-law distributions — •Julius Ruseckas, Vygintas Gontis, and Bronislovas Kaulakys
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12:00 |
SOE 18.7 |
(contribution withdrawn) The origin of Pareto law in house price distribution — •Takaaki Ohnishi, Takayuki Mizuno, Chihiro Shimizu, and Tsutomu Watanabe
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12:15 |
SOE 18.8 |
Statistical Mechanics of a spin stock market model — •Sebastian Krause and Stefan Bornholdt
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12:30 |
SOE 18.9 |
Dependence of defaults and recoveries in credit risk models — •Rudi Schäfer and Alexander Koivusalo
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12:45 |
SOE 18.10 |
LPM method for portfolio optimization: theory and praxis — •Uli Spreitzer and Vladimir Reznik
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13:00 |
SOE 18.11 |
Some considerations on scaling of measures of risk with time — Uli Spreitzer and •Thomas Riepl
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