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Handbook on systemic risk /

Experts in the field provide an introduction to the multifaceted aspects of this critically important topic.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Fouque, Jean-Pierre, Langsam, Joseph A.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge : Cambridge University Press, 2013.
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Data : the prerequisite for managing systemic risk
  • Statistics and systemic risk
  • Measuring and regulating systemic risk
  • Networks
  • Systemic risk and mathematical finance
  • Counterparty risk and systemic risk
  • Algorithmic trading
  • Behavioral finance : the psychological dimension of systemic risk
  • Regulation
  • Computational issues and requirements
  • Accounting issues.