Econophysics of Systemic Risk
Format Paperback | 300 pages
Dimensions 155 x 235 x 16.51mm | 4,686g
Publication date 20 Sep 2014
The primary goal of the book is to present the ideas and research findings of active researchers such as physicists, economists, mathematicians and financial engineers working in the field of «Econophysics,» who have undertaken the task of modeling and analyzing systemic risk, network dynamics and other topics.
Of primary interest in these studies is the aspect of systemic risk, which has long been identified as a potential scenario in which financial institutions trigger a dangerous contagion mechanism, spreading from the financial economy to the real economy….