Mathematical modeling of systemic risk in financial networks : managing default contagion and fire sales
Daniel Ritter ; Betreuer: Thilo Meyer-Brandis
| Year of publication: |
[2019?]
|
|---|---|
| Authors: | Ritter, Daniel |
| Other Persons: | Meyer-Brandis, Thilo (degree supervisor) |
| Publisher: |
2019: München : Universitätsbibliothek der Ludwig-Maximilians-Universität |
| Subject: | asset fire sales | assortative random graphs | capital requirements | core/periphery | counterparty dependent exposures | default contagion | directed random graphs | financial contagion | financial networks | fire sales | inhomogenous random graphs | price-mediated contagion | random graphs | stochastic block model | system stability | systemic risk | weighted random graphs | Ansteckungseffekt | Contagion effect | Graphentheorie | Graph theory | Finanzkrise | Financial crisis | Netzwerk | Network | Systemrisiko | Systemic risk | Bankenkrise | Banking crisis | Kreditrisiko | Credit risk |
freely available
| Extent: | 1 Online-Ressource (circa 163 Seiten) |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift |
| Language: | English |
| Thesis: | Dissertation, Ludwig-Maximilians-Universität, 2019 |
| Notes: | Zusammenfassung in deutscher und englischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012098356