Network theory and financial risk / Kimmo Soramäki and Samantha Cook.
Material type:![Text](/opac-tmpl/lib/famfamfam/BK.png)
- Texto
- Sin mediación
- Volumen
- 9781782722199
- 330 S67n 21
- D81
Item type | Home library | Call number | Copy number | Status | Notes | Date due | Barcode | Item holds | |
---|---|---|---|---|---|---|---|---|---|
LIBRO FISICO | Biblioteca Principal | 330 S67n (Browse shelf(Opens below)) | Ejemplar 1 | Available | Mantener en colección. | 95400000000082 |
Incluye referencias bibliográficas (páginas 197-205) e índice.
Part I: Network analytics: 1. Introduction to financial networks ; 2. Creating and describing networks ; 3. Identifying important nodes: centrality metrics ; 4. Uncovering latent structure: clustering and community detection ; 5. Finding hidden links: projection networks -- Part II: Network visualization: 6. Fast insights: visualizing networks ; 7. Financial cartography: network layouts ; 8. Brass tacks: complexity reduction -- Part III: Applications: 9. Market risk: Asset correlation networks ; 10. Liquidity and operational risk: interbank payment networks ; 11. Counterparty and systemic risk: exposure networks.
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