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 Year: 2008

Final Report Abstract

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