If you are a Risk.net subscriber you are entitled to 20% off your Risk books purchases. Please email [email protected] for more information.
As part of your Risk.net subscription you are entitled to 20% off all of your Risk Books purchases. If you would like to place an order please email [email protected]
Network Theory and Financial Risk (2nd edition)
Discipline: Operational Risk, Corporate Risk
First published:
ISBN: 978-1-78272-432-2
With new innovations in the field, this new edition of Network Theory and Financial Risk has been fully updated and expanded. A hands-on guide to analysing and modelling financial networks, authors Kimmo Soramäki and Samantha Cook provide an in-depth introduction to network theory and examine the general tools for network analysis.
Contents
Preface
Acknowledgements
An introduction to financial networks
Creating and describing networks
Identifying important nodes: Centrality metrics
Uncovering latent structure: Clustering and community detection
Finding hidden links: Projection networks
Estimating unknown links: Network reconstruction
Fast insights: Visualising networks
Financial cartography: Network layouts
Brass tacks: Complexity reduction
Financial stability and systemic risk
Design and simulation of financial market infrastructures
Monitoring and stress testing financial market infrastructures
Financial crime and conduct risk
Financial markets
References