4. Physics
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Paweł Sieczka

Physics – Physics and Society

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A threshold model of financial markets

Economy – Quantitative Finance – Statistical Finance
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Collective firm bankruptcies and phase transition in rating dynamics

Economy – Quantitative Finance – Risk Management
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Correlations in commodity markets

Economy – Quantitative Finance – Statistical Finance
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Statistical properties of short term price trends in high frequency stock market data

Physics – Physics and Society
Scientific paper

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The Lehman Brothers Effect and Bankruptcy Cascades

Economy – Quantitative Finance – Risk Management
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Profile ID: LFWR-SCP-P-200910

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