A biological approach for financial network contagion based on the Susceptible - Infected - Recovered (SIR) model

We will present the purpose, structure and prospective extensions of the Susceptible– Infected–Recovered ( sir ) Approach for Financial Network Contagion Model (version 2, finsir for short) for NetLogo version 4.1.2. This model seeks to model the behavior and dynamics of Credit Default Swaps ( cds )...

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Bibliographic Details
Main Author: Eloy Fisher
Format: Article
Language:English
Published: Universidad Autónoma Metropolitana 2013-01-01
Series:Análisis Económico
Online Access:http://www.redalyc.org/articulo.oa?id=41331033006