000 | 03132nam a22005055i 4500 | ||
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001 | 978-3-319-33930-6 | ||
003 | DE-He213 | ||
005 | 20181204134229.0 | ||
007 | cr nn 008mamaa | ||
008 | 160507s2016 gw | s |||| 0|eng d | ||
020 |
_a9783319339306 _9978-3-319-33930-6 |
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024 | 7 |
_a10.1007/978-3-319-33930-6 _2doi |
|
040 | _aISI Library, Kolkata | ||
050 | 4 | _aHB135-147 | |
072 | 7 |
_aKF _2bicssc |
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072 | 7 |
_aMAT003000 _2bisacsh |
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072 | 7 |
_aKF _2thema |
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082 | 0 | 4 |
_a519 _223 |
100 | 1 |
_aHurd, T. R. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
|
245 | 1 | 0 |
_aContagion! Systemic Risk in Financial Networks _h[electronic resource] / _cby T. R. Hurd. |
264 | 1 |
_aCham : _bSpringer International Publishing : _bImprint: Springer, _c2016. |
|
300 |
_aIX, 139 p. 11 illus., 8 illus. in color. _bonline resource. |
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336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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347 |
_atext file _bPDF _2rda |
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490 | 1 |
_aSpringerBriefs in Quantitative Finance, _x2192-7006 |
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505 | 0 | _aSystemic 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 | _aThis 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 | _aFinance. | |
650 | 0 | _aMacroeconomics. | |
650 | 0 | _aStatistics. | |
650 | 1 | 4 |
_aQuantitative Finance. _0http://scigraph.springernature.com/things/product-market-codes/M13062 |
650 | 2 | 4 |
_aMacroeconomics/Monetary Economics//Financial Economics. _0http://scigraph.springernature.com/things/product-market-codes/W32000 |
650 | 2 | 4 |
_aStatistics for Business/Economics/Mathematical Finance/Insurance. _0http://scigraph.springernature.com/things/product-market-codes/S17010 |
710 | 2 | _aSpringerLink (Online service) | |
773 | 0 | _tSpringer eBooks | |
776 | 0 | 8 |
_iPrinted edition: _z9783319339290 |
776 | 0 | 8 |
_iPrinted edition: _z9783319339313 |
830 | 0 |
_aSpringerBriefs in Quantitative Finance, _x2192-7006 |
|
856 | 4 | 0 | _uhttps://doi.org/10.1007/978-3-319-33930-6 |
912 | _aZDB-2-SMA | ||
942 | _cEB | ||
950 | _aMathematics and Statistics (Springer-11649) | ||
999 |
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