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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| Language: | English |
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Cham :
Springer International Publishing : Imprint: Springer,
2016.
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| Edition: | 1st ed. 2016. |
| Series: | SpringerBriefs in Quantitative Finance,
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| Online Access: | https://doi.org/10.1007/978-3-319-33930-6 |
Table of Contents:
- 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.