Berlin 2012 – wissenschaftliches Programm

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SOE: Fachverband Physik sozio-ökonomischer Systeme

SOE 2: Financial Markets and Risk Management I

Montag, 26. März 2012, 09:30–10:45, H 0110

	09:30	SOE 2.1	Systemic Risks in Techno-Socio-Economic Systems: Need of a New Science — •Dirk Helbing
	10:00	SOE 2.2	A Random Matrix Approach to Credit Risk — Michael C. Münnix, •Rudi Schäfer, and Thomas Guhr
	10:15	SOE 2.3	A time-homogeneous credit mechanism using money and anti-money — •Andreas Schacker and Dieter Braun
	10:30	SOE 2.4	Comprehensive analysis of market conditions in the foreign exchange market: Fluctuation scaling and variance-covariance matrix — •Aki-Hiro Sato and Janusz Holyst