Econophysics of systemic risk and network dynamics [electronic resource]
- 其他作者:
- 其他題名:
- New economic windows.
- 出版: Milano : Springer Milan :Imprint: Springer
- 叢書名: New economic windows,
- 主題: Econophysics--Congresses. , Financial risk--Congresses. , Physics. , Statistical Physics, Dynamical Systems and Complexity. , Economics/Management Science, general. , Mathematics, general.
- ISBN: 9788847025530 (electronic bk.) 、 9788847025523 (paper)
- FIND@SFXID: CGU
- 資料類型: 電子書
-
讀者標籤:
- 系統號: 005394183 | 機讀編目格式
館藏資訊
The primary goal of the book is to present the ideas and research findings of active researchers such as physicists, economists, mathematicians and financial engineers working in the field of “Econophysics,” who have undertaken the task of modeling and analyzing systemic risk, network dynamics and other topics. Of primary interest in these studies is the aspect of systemic risk, which has long been identified as a potential scenario in which financial institutions trigger a dangerous contagion mechanism, spreading from the financial economy to the real economy. This type of risk, long confined to the monetary market, has spread considerably in the recent past, culminating in the subprime crisis of 2008. As such, understanding and controlling systemic risk has become an extremely important societal and economic challenge. The Econophys-Kolkata VI conference proceedings are dedicated to addressing a number of key issues involved. Several leading researchers in these fields report on their recent work and also review contemporary literature on the subject.