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
كليدواژه :
Systemic risk , Default contagion , Random graphs , Financial stability.
عنوان كنفرانس :
پنجمين كنفرانس ملي مهندسي مالي و بيم سنجي
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.
