Models of systemic risk in financial markets

Models of systemic risk in financial markets

<p>This thesis studies systemic risk in financial markets and how it emerges through dynamical and structural amplification mechanisms.</p> <p>In part (1) I study the dynamics and control of Basel leverage cycles. For this I develop a simple model of a financial system consisting o...

Szczegółowa specyfikacja

Opis bibliograficzny
1. autor:	Aymanns, C
Kolejni autorzy:	Farmer, J
Format:	Praca dyplomowa
Wydane:	2015

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