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Titlebook: Contagion! Systemic Risk in Financial Networks; T. R. Hurd Book 2016 The Author(s) 2016 05C80, 90B15, 60K35, 91G99.network science.random

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發(fā)表于 2025-3-21 16:49:50 | 只看該作者 |倒序?yàn)g覽 |閱讀模式
書(shū)目名稱(chēng)Contagion! Systemic Risk in Financial Networks
編輯T. R. Hurd
視頻videohttp://file.papertrans.cn/237/236293/236293.mp4
概述Extends exciting methods of network science to the problem of global financial stability.A unique example of how mathematics can address a major social phenomenon.Methods for analyzing and simulating
叢書(shū)名稱(chēng)SpringerBriefs in Quantitative Finance
圖書(shū)封面Titlebook: Contagion! Systemic Risk in Financial Networks; T. R. Hurd Book 2016 The Author(s) 2016 05C80, 90B15, 60K35, 91G99.network science.random
描述.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 bringing to bear ideas from studying other complex systems in our world. After considering how people have viewed financial crises and systemic risk in the past, it delves into the mechanics of the interactions between banking counterparties. It finds a common mathematical structure for types of crises that proceed through cascade mappings that approach a cascade equilibrium. Later chapters follow this theme, starting from the underlying random skeleton graph, developing into the theory of bootstrap percolation, ultimately leading to techniques that can determine the large scale nature of contagious financial cascades..
出版日期Book 2016
關(guān)鍵詞05C80, 90B15, 60K35, 91G99; network science; random financial network; percolation; systemic risk; financ
版次1
doihttps://doi.org/10.1007/978-3-319-33930-6
isbn_softcover978-3-319-33929-0
isbn_ebook978-3-319-33930-6Series ISSN 2192-7006 Series E-ISSN 2192-7014
issn_series 2192-7006
copyrightThe Author(s) 2016
The information of publication is updating

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https://doi.org/10.1007/978-3-662-24819-5network analytics and finite Monte Carlo simulations, verify that essential characteristics such as cascade extent and cascade frequency can be derived from the properties of the cascade fixed points.
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Zero Recovery Default Cascades,network analytics and finite Monte Carlo simulations, verify that essential characteristics such as cascade extent and cascade frequency can be derived from the properties of the cascade fixed points.
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Random Graph Models,dom graphs. A new extension, called the assortative configuration model, is proposed. The main results of this chapter are theorems describing the large graph asymptotics of this new assortative configuration model, including a proof of the locally tree-like property. Finally, measures of network structure are surveyed.
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2192-7006 ajor social phenomenon.Methods for analyzing and simulating .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, an
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Die staatliche Regelung privater Betriebering asset fire sales, shocks are transmitted indirectly from a bank selling assets to other banks via the impact on the price of their common assets. Banks maintain safety buffers in normal times, but these may be weakened or fail during a crisis. Asset prices that are relatively stable in normal t
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Unerwünschte Folgen der Rentenversicherung. The basic properties are developed for several promising families of random graph constructions including configuration graphs and inhomogeneous random graphs. A new extension, called the assortative configuration model, is proposed. The main results of this chapter are theorems describing the lar
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