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Original Essays | April 11, 2014

Paul Laudiero: IMG Shit Rough Draft



I was sitting in a British and Irish romantic drama class my last semester in college when the idea for Shit Rough Drafts hit me. I was working... Continue »
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Econophysics of Systemic Risk and Network Dynamics (New Economic Windows)

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Econophysics of Systemic Risk and Network Dynamics (New Economic Windows) Cover

 

Synopses & Reviews

Publisher Comments:

The primary goal of the book is to present the ideas and research findings of active researchers such as physicists, economists, mathematicians and financial engineers working in the field of "Econophysics," who have undertaken the task of modeling and analyzing systemic risk, network dynamics and other topics. Of primary interest in these studies is the aspect of systemic risk, which has long been identified as a potential scenario in which financial institutions trigger a dangerous contagion mechanism, spreading from the financial economy to the real economy. This type of risk, long confined to the monetary market, has spread considerably in the recent past, culminating in the subprime crisis of 2008. As such, understanding and controlling systemic risk has become an extremely important societal and economic challenge. The Econophys-Kolkata VI conference proceedings are dedicated to addressing a number of key issues involved. Several leading researchers in these fields report on their recent work and also review contemporary literature on the subject.

Synopsis:

This book presents the work of researchers in physics, economics, mathematics and financial engineering who have undertaken the task of modeling and analyzing systemic risk, network dynamics and other topics.

Table of Contents

Diffusion of defaults among financial institutions by G. Demange.- Systemic risk and complex systems: a graph-theory analysis by D. Lautier, F. Raynaud.- Omori Law after Exogenous on Supplier-Customer Network by Y. Fujiwara.- Aftershock prediction for high-frequency financial markets' dynamics by F. Baldovin, F. Camana, M. Caraglio, A.L. Stella, M. Zamparo.- How unstable are complex financial systems ? Analyzing an inter-bank network of credit relations by S. Sinha, M. Thess, S. Markose.- Study of statistical correlations in intraday and daily financial return time series by G. Tilak, T. Széll, R. Chicheportiche, A. Chakraborti.- A robust measure of investor contrarian behaviour by D. Challet, D. Morton de Lachapelle.- Evolution of Zipf's Law for Indian Urban Agglomerations vis-

Product Details

ISBN:
9788847025523
Author:
Chakrabarti, Bikas K.
Publisher:
Springer
Author:
Ghosh, Asim
Author:
Abergel, Frdric
Author:
Chakraborti, Anirban
Author:
Abergel, Frederic
Location:
Milano
Subject:
Physics
Subject:
Complex systems
Subject:
Econophysics
Subject:
Finance
Subject:
network dynamics
Subject:
Systemic risk
Subject:
Statistical Physics, Dynamical Systems and Complexity
Subject:
Economics/Management Science, general
Subject:
Mathematics - General
Subject:
Business - General
Subject:
B
Subject:
Business and Economics
Subject:
Economics
Subject:
Mathematics
Copyright:
Edition Description:
2013
Series:
New Economic Windows
Publication Date:
20120917
Binding:
HARDCOVER
Language:
English
Pages:
306
Dimensions:
235 x 155 mm

Related Subjects

Business » General
Business » Investing
Business » Management
Science and Mathematics » Environmental Studies » General
Science and Mathematics » Mathematics » Econometrics
Science and Mathematics » Mathematics » General
Science and Mathematics » Physics » General

Econophysics of Systemic Risk and Network Dynamics (New Economic Windows) New Hardcover
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Product details 306 pages Springer - English 9788847025523 Reviews:
"Synopsis" by , This book presents the work of researchers in physics, economics, mathematics and financial engineering who have undertaken the task of modeling and analyzing systemic risk, network dynamics and other topics.
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