Coverart for item
The Resource Network theory and financial risk, Kimmo Soramäki and Samantha Cook

Network theory and financial risk, Kimmo Soramäki and Samantha Cook

Label
Network theory and financial risk
Title
Network theory and financial risk
Statement of responsibility
Kimmo Soramäki and Samantha Cook
Creator
Contributor
Author
Subject
Language
eng
Summary
The financial crisis of 2007-2009 demonstrated the dangers of ignoring connections in complex systems for economics and finance: Lehman Brothers and AIG weren’t the biggest players in terms of size, but were very highly connected in the markets and their failures led to shocks across the financial system which are still being felt today. As a result, applications of network theory are becoming ever more present in finance, with network analysis providing answers to questions where traditional analysis methods are weak; and also leading to improved models across wide types of risks. In fact, networks underlie virtually every type of risk, including liquidity, operational, insurance, and credit risk. However, while network approaches are very useful, understanding complex networks is not easy. Network Theory and Financial Risk is a hands-on guide to analysing and modelling financial networks. Authors Kimmo Soramaki and Samantha Cook provide an in-depth introduction to network theory and examine general tools for network analysis, detailing coverage of four types of widely-occurring financial networks: payment systems, exposure networks, trade networks, and asset correlation networks.--
Assigning source
Provided by Publisher
Cataloging source
ITT
http://library.link/vocab/creatorName
Soramäki, Kimmo
Index
no index present
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
Cook, Samantha
http://library.link/vocab/subjectName
  • Financial risk
  • Financial risk management
Label
Network theory and financial risk, Kimmo Soramäki and Samantha Cook
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
ocn973733901
Dimensions
24 cm.
Extent
ix, 218 pages
Isbn
9781782722199
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)973733901
Label
Network theory and financial risk, Kimmo Soramäki and Samantha Cook
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
ocn973733901
Dimensions
24 cm.
Extent
ix, 218 pages
Isbn
9781782722199
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)973733901

Library Locations

    • Badia FiesolanaBorrow it
      Via dei Roccettini 9, San Domenico di Fiesole, 50014, IT
      43.803074 11.283055
Processing Feedback ...