Index Catalog // Hyrax

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Filtern nach: Stichwort contagion

1. In the Wake of the Financial Crisis - Regulators' and Investors' Perspectives

Stichwort:: financial crisis, contagion, systemic risk, backward stochastic differential equations, value adjustments, interbank networks, Eisenbergâ€“Noe clearing vector, option pricing, arbitrage pricing, and sensitivity analysis
Schöpfer:: Pang, Weijie
Advisor:: Sturm, Stephan
Herausgeber:: Worcester Polytechnic Institute
Datum erstellt:: 2019-04-23
Resource Type:: Dissertation
Degree:: PhD
Unit (Department):: Mathematical Sciences

2. A discrete model for the default risk of inter-banking networks

Stichwort:: contagion, Networks, default, and banking system
Schöpfer:: Andrei, Mihnea Stefan
Advisor:: Sturm, Stephan
Herausgeber:: Worcester Polytechnic Institute
Datum erstellt:: 2014-05-01
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences