The dynamics of global financial crises
Thesis (M.Eng. and S.B.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2003.
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| Format: | Thesis |
| Language: | eng |
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Massachusetts Institute of Technology
2006
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| Online Access: | http://hdl.handle.net/1721.1/29671 |
| _version_ | 1826193759070584832 |
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| author | Kumar, Rishi, 1979- |
| author2 | Andrew Lo. |
| author_facet | Andrew Lo. Kumar, Rishi, 1979- |
| author_sort | Kumar, Rishi, 1979- |
| collection | MIT |
| description | Thesis (M.Eng. and S.B.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2003. |
| first_indexed | 2024-09-23T09:44:27Z |
| format | Thesis |
| id | mit-1721.1/29671 |
| institution | Massachusetts Institute of Technology |
| language | eng |
| last_indexed | 2024-09-23T09:44:27Z |
| publishDate | 2006 |
| publisher | Massachusetts Institute of Technology |
| record_format | dspace |
| spelling | mit-1721.1/296712019-04-11T12:36:46Z The dynamics of global financial crises Kumar, Rishi, 1979- Andrew Lo. Massachusetts Institute of Technology. Dept. of Electrical Engineering and Computer Science. Massachusetts Institute of Technology. Dept. of Electrical Engineering and Computer Science. Electrical Engineering and Computer Science. Thesis (M.Eng. and S.B.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2003. Includes bibliographical references (p. 43-44). This research aims to develop a Markov chain model of the transmission of financial crises. It uses a mathematical programming framework to determine the transition probabilities that describe the crisis dynamics. The framework allows for modelling and comparing various channels of contagion, such as investments and bilateral trade. by Rishi Kumar. M.Eng.and S.B. 2006-03-24T16:13:42Z 2006-03-24T16:13:42Z 2003 2003 Thesis http://hdl.handle.net/1721.1/29671 53833556 eng M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission. http://dspace.mit.edu/handle/1721.1/7582 44 p. 1323065 bytes 1322873 bytes application/pdf application/pdf application/pdf Massachusetts Institute of Technology |
| spellingShingle | Electrical Engineering and Computer Science. Kumar, Rishi, 1979- The dynamics of global financial crises |
| title | The dynamics of global financial crises |
| title_full | The dynamics of global financial crises |
| title_fullStr | The dynamics of global financial crises |
| title_full_unstemmed | The dynamics of global financial crises |
| title_short | The dynamics of global financial crises |
| title_sort | dynamics of global financial crises |
| topic | Electrical Engineering and Computer Science. |
| url | http://hdl.handle.net/1721.1/29671 |
| work_keys_str_mv | AT kumarrishi1979 thedynamicsofglobalfinancialcrises AT kumarrishi1979 dynamicsofglobalfinancialcrises |