Complexity Analysis and Systemic Risk in Finance: Some Methodological Issues

DOI10.1007/978-3-319-09683-4_11MaRDI QIDQ4562472zbMATH OpenOpenAlexFDO

Authors Charilaos Mertzanis

Publication date 20 December 2018

Published in Network Models in Economics and Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-09683-4_11

zbMATH Keywords

complexity theoryfinancial marketfinancial systemasset pricefinancial institution

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Deterministic network models in operations research (90B10) Actuarial science and mathematical finance (91G99)

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Cited in

(11)

• Complexity in Structured Finance
• On some actual problems of estimating risk in complex systems under insufficient information
• scientific article; zbMATH DE number 2095960 (Why is no real title available?)
• Research on social causes of the financial crisis
• The actors of the credit crisis reflected by the Compram methodology
• Chaos theory and financial statements
• Macro-financial dynamics: theories, empirical methods, and time scales
• Economic networks: the new challenges
• An analytical approach for systematic risk sensitivity of structured finance products
• Financial systems: A few theoretical and algebraic considerations for their modeling
• A financial systemic risk model and empirical analysis based on complex network method

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