شماره ركورد كنفرانس
4857
عنوان مقاله
Contagion in Financial Networks
پديدآورندگان
Salavati Erfan erfan.salavati@gmail.com Amirkabir University of Technology , Shekaramiz Amineh Amirkabir University of Technology , Hajimazdarani Mahsan mahsanmazdarani@gmail.com Amirkabir University of Technology
تعداد صفحه
5
كليدواژه
Systemic risk , Default contagion , Random graphs , Financial stability.
سال انتشار
1397
عنوان كنفرانس
پنجمين كنفرانس ملي مهندسي مالي و بيم سنجي
زبان مدرك
انگليسي
چكيده فارسي
In this paper we consider the Erd os-R_enyi random graph as our model for financial networks. We calculate the measure resilience quantity introduced by Amini, Cont and Minca (Mathematical Finance, 26(2): 329-365, 2016) for this special model, and then analyze its behavior.
كشور
ايران
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