Soramäki, Kimmo

Network theory and financial risk / Kimmo Soramäki and Samantha Cook. - ix, 218 páginas : ilustraciones, gráficas, tablas ; 23 cm.

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.

9781782722199


Análisis económico

330 / S67n