Contagion! Systemic Risk in Financial Networks

This volume presents a unified mathematical framework for the transmission channels for damaging shocks that can lead to instability in financial systems. As the title suggests, financial contagion is analogous to the spread of disease, and damaging financial crises may be better understood by bring...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Hurd, T. R. (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cham : Springer International Publishing : Imprint: Springer, 2016.
Edición:1st ed. 2016.
Colección:SpringerBriefs in Quantitative Finance,
Temas:
Social sciences-Mathematics.
Macroeconomics.
Statistics .
Mathematics in Business, Economics and Finance.
Macroeconomics and Monetary Economics.
Statistics in Business, Management, Economics, Finance, Insurance.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Systemic Risk Basics
  • Static Cascade Models
  • Random Graph Models
  • Percolation and Cascades
  • Zero Recovery Default Cascades
  • Future Directions for Cascade Models
  • Background Material
  • References
  • Index.

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