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