Study of Economical Data and Phenomena Using Concepts of Statistical Physics

Applicant Dr. Rudi Schäfer
Subject Area Statistical Physics, Nonlinear Dynamics, Complex Systems, Soft and Fluid Matter, Biological Physics
Term from 2006 to 2008
Project identifier Deutsche Forschungsgemeinschaft (DFG) - Project number 18080191
 

Final Report

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
DFG Programme Research Fellowships
International Connection Italy, Sweden
Host Professor Dr. Karl Thomas Guhr