Study of Economical Data and Phenomena Using Concepts of Statistical Physics

• Antragsteller: Dr. Rudi Schäfer
• Subject Area: Statistische Physik, Nichtlineare Dynamik, Komplexe Systeme, Weiche und fluide Materie, Biologische Physik
• Term: from 2006 to 2008
• Project identifier: Deutsche Forschungsgemeinschaft (DFG) - Project number 18080191

• Final Report Year: 2008

No abstract available

Publications

• Credit risk - A structural model with jumps and correlations. Physica A 383 (2007) 533
  R. Schäfer, M. Sjölin, A. Sundin, M. Wolanski and T. Guh