Etd
A discrete model for the default risk of inter-banking networks
PublicDuring the most recent financial crisis, a myriad of banks defaulted. This scenario encouraged the development of a mathematical model for how default spreads through a system of banks. As we will see, the problem brings together ideas from many fields in Mathematics: Combinatorics, Linear Algebra, Calculus, Statistics and Probabilities. Afterwards, we will turn our attention not only towards implementing the model in MATLAB, but also towards interpreting the results obtained.
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- English
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- etd-050114-152504
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- 2014
- Date created
- 2014-05-01
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La vignette | Titre | Visibilité | Embargo Release Date | actes |
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Discrete_Model_of_Bank_Network.pdf | Public | Télécharger |
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