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ERRATA [Coloquio extraordinario + Seminario de Estudiantes extraordinario] jueves 28-Feb-13
¡Una disculpa¡ la fecha es 28-Febrero-2013 :)
Estimados todos,
Es grato invitarles al Coloquio Extraordinario que se llevará conjuntamente
con el Seminario de Estudiantes el próximo jueves 28 de febrero a las 17:30
hrs, donde contaremos con la presencia de
Dr. Rudi Schäfer
de la Universität Duisburg en Essen.
El título de su charla es:
"Econophysics: Quantitative Studies of Financial Markets"
(resumen anexo al final)
Esperamos contar con su amable presencia en el Auditorio del ICF.
Al final del Coloquio habrá bocadillos, refrescos y vino de honor.
EXHORTÁNDOLOS A FOMENTAR LA CONCIENCIA ECOLÓGICA EN EL INSTITUTO LOS INVITAMOS
A LLEVAR SU TAZA =)
Saludos cordiales,
Aurora Hernández G.
-------- RESUMEN --------
In recent years the financial market has dominated the daily
news like never before. Especially after the default of Lehman
Brothers and the bail-out of AIG, questions about the stability
of the financial system have found their way into general
public interest.
Here I want to give a short introduction to the still quite
young and interdisciplinary field of econophysics. Our goal is
to use methods of statistical physics to create a better
fundamental understanding of the financial market as a complex
system.
My main focus will be on the non-stationarity of
correlations. We are able to identify different states of the
market and study their time evolution. In particular in times
of crises we observe a characteristic behavior. To better
understand the "dynamics" of correlations and to incorporate
this knowledge into models will be an essential part of future
research in this field.
In the second part of my talk, I will focus on credit risk
modeling. The recent financial crisis has demonstrated that
there are serious short-comings both in qualitative
understanding, and in quantitative modeling of credit risk.
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