Contagion! Systemic Risk in Financial Networks

DOI10.1007/978-3-319-33930-6zbMath1369.91005OpenAlexW2667583655MaRDI QIDQ2810033

T. R. Hurd

Publication date: 30 May 2016

Published in: SpringerBriefs in Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-33930-6

zbMATH Keywords

financial networksystemic riskrandom graph modelsstatic cascade models

Mathematics Subject Classification ID

Small world graphs, complex networks (graph-theoretic aspects) (05C82) Random graphs (graph-theoretic aspects) (05C80) Stochastic network models in operations research (90B15) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Applications of branching processes (60J85) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Actuarial science and mathematical finance (91G99)

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