Dresden 2017 – wissenschaftliches Programm

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SOE: Fachverband Physik sozio-ökonomischer Systeme

SOE 3: Financial Models and Risk Management I

Montag, 20. März 2017, 11:15–12:15, GÖR 226

	11:15	SOE 3.1	Complex network-based analysis of nonlinear dependencies in multidimensional financial time series — •Alexander Haluszczynski, Christoph Räth, and Lukas Kredler
	11:30	SOE 3.2	Can Bank-Specific Variables Predict Contagion Effects? — •Christoph Siebenbrunner, Michael Sigmund, and Stefan Kerbl
	11:45	SOE 3.3	Microscopic understanding of price cross-responses between stocks — •Shanshan Wang and Thomas Guhr
	12:00	SOE 3.4	Improved Variance Reduced Monte-Carlo Simulation of in-the-Money Options — •Armin Müller