logo

EbookBell.com

Most ebook files are in PDF format, so you can easily read them using various software such as Foxit Reader or directly on the Google Chrome browser.
Some ebook files are released by publishers in other formats such as .awz, .mobi, .epub, .fb2, etc. You may need to install specific software to read these formats on mobile/PC, such as Calibre.

Please read the tutorial at this link:  https://ebookbell.com/faq 


We offer FREE conversion to the popular formats you request; however, this may take some time. Therefore, right after payment, please email us, and we will try to provide the service as quickly as possible.


For some exceptional file formats or broken links (if any), please refrain from opening any disputes. Instead, email us first, and we will try to assist within a maximum of 6 hours.

EbookBell Team

Contagion Systemic Risk In Financial Networks 1st Edition T R Hurd Auth

  • SKU: BELL-5484880
Contagion Systemic Risk In Financial Networks 1st Edition T R Hurd Auth
$ 31.00 $ 45.00 (-31%)

0.0

0 reviews

Contagion Systemic Risk In Financial Networks 1st Edition T R Hurd Auth instant download after payment.

Publisher: Springer International Publishing
File Extension: PDF
File size: 1.98 MB
Pages: 146
Author: T. R. Hurd (auth.)
ISBN: 9783319339290, 9783319339306, 331933929X, 3319339303
Language: English
Year: 2016
Edition: 1

Product desciption

Contagion Systemic Risk In Financial Networks 1st Edition T R Hurd Auth by T. R. Hurd (auth.) 9783319339290, 9783319339306, 331933929X, 3319339303 instant download after payment.

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.

Related Products