Banking systems simulation. Theory, practice, and application of modeling shocks, losses, and contagion

DOI10.1002/9781119195924MaRDI QIDQ5269830zbMATH OpenOpenAlexFDO

Authors Stefano Zedda

Publication date 28 June 2017

Full work available at URL https://doi.org/10.1002/9781119195924

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic network models in operations research (90B15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Corporate finance (dividends, real options, etc.) (91G50) Numerical methods (including Monte Carlo methods) (91G60) Actuarial science and mathematical finance (91G99)

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