Contagion in financial networks
Tomaselli, Lorenzo (A.A. 2016/2017) Contagion in financial networks. Tesi di Laurea in Probability, LUISS Guido Carli, relatore Marco Scarsini, pp. 58. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Definition of the model. Markov chain representation of the clearing vector. Elements of the financial network affecting contagion. Applications of the outcomes from the study of resilience in financial networks.
References
Bibliografia: pp. 47-48.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Probability |
| Thesis Supervisor: | Scarsini, Marco |
| Thesis Co-Supervisor: | Biagini, Sara |
| Academic Year: | 2016/2017 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 16 Nov 2017 10:30 |
| Last Modified: | 16 Nov 2017 10:30 |
| URI: | https://tesi.luiss.it/id/eprint/19784 |
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