Contagion! Systemic Risk in Financial Networks (Record no. 426576)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03132nam a22005055i 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOKNUMBER | |
| International Standard Book Number | 9783319339306 |
| -- | 978-3-319-33930-6 |
| 024 7# - | |
| -- | 10.1007/978-3-319-33930-6 |
| -- | doi |
| 040 ## - | |
| -- | ISI Library, Kolkata |
| 050 #4 - | |
| -- | HB135-147 |
| 072 #7 - | |
| -- | KF |
| -- | bicssc |
| 072 #7 - | |
| -- | MAT003000 |
| -- | bisacsh |
| 072 #7 - | |
| -- | KF |
| -- | thema |
| 082 04 - DEWEYDECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Hurd, T. R. |
| Relator code | aut |
| -- | http://id.loc.gov/vocabulary/relators/aut |
| 245 10 - TITLE STATEMENT | |
| Title | Contagion! Systemic Risk in Financial Networks |
| Medium | [electronic resource] / |
| Statement of responsibility, etc | by T. R. Hurd. |
| 942 ## - ADDED ENTRY ELEMENTS(KOHA) | |
| Koha item type | E-BOOKS |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| -- | author. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE STATEMENTS | |
| Place of production, publication, distribution, manufacture | Cham : |
| Name of producer, publisher, distributor, manufacturer | Springer International Publishing : |
| -- | Imprint: Springer, |
| Date of production, publication, distribution, manufacture | 2016. |
| 300 ## - | |
| -- | IX, 139 p. 11 illus., 8 illus. in color. |
| -- | online resource. |
| 336 ## - CONTENT TYPE | |
| Content Type Term | text |
| Content Type Code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media Type Term | computer |
| Media Type Code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier Type Term | online resource |
| Carrier Type Code | cr |
| Source | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 490 1# - | |
| -- | SpringerBriefs in Quantitative Finance, |
| -- | 2192-7006 |
| 505 0# - | |
| -- | 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. |
| 520 ## - | |
| -- | 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. |
| 650 #0 - | |
| -- | Finance. |
| 650 #0 - | |
| -- | Macroeconomics. |
| 650 #0 - | |
| -- | Statistics. |
| 650 14 - | |
| -- | Quantitative Finance. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M13062 |
| 650 24 - | |
| -- | Macroeconomics/Monetary Economics//Financial Economics. |
| -- | http://scigraph.springernature.com/things/product-market-codes/W32000 |
| 650 24 - | |
| -- | Statistics for Business/Economics/Mathematical Finance/Insurance. |
| -- | http://scigraph.springernature.com/things/product-market-codes/S17010 |
| 710 2# - | |
| -- | SpringerLink (Online service) |
| 773 0# - | |
| -- | Springer eBooks |
| 776 08 - | |
| -- | Printed edition: |
| -- | 9783319339290 |
| 776 08 - | |
| -- | Printed edition: |
| -- | 9783319339313 |
| 830 #0 - | |
| -- | SpringerBriefs in Quantitative Finance, |
| -- | 2192-7006 |
| 856 40 - | |
| -- | https://doi.org/10.1007/978-3-319-33930-6 |
| 912 ## - | |
| -- | ZDB-2-SMA |
| 950 ## - | |
| -- | Mathematics and Statistics (Springer-11649) |
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