Bereiche | Tage | Auswahl | Suche | Aktualisierungen | Downloads | Hilfe
SOE: Fachverband Physik sozio-ökonomischer Systeme
SOE 3: Financial Models and Risk Management I
Montag, 20. März 2017, 11:15–12:15, GÖR 226
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11:15 | SOE 3.1 | Complex network-based analysis of nonlinear dependencies in multidimensional financial time series — •Alexander Haluszczynski, Christoph Räth, and Lukas Kredler |
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11:30 | SOE 3.2 | Can Bank-Specific Variables Predict Contagion Effects? — •Christoph Siebenbrunner, Michael Sigmund, and Stefan Kerbl |
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11:45 | SOE 3.3 | Microscopic understanding of price cross-responses between stocks — •Shanshan Wang and Thomas Guhr |
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12:00 | SOE 3.4 | Improved Variance Reduced Monte-Carlo Simulation of in-the-Money Options — •Armin Müller |