New Economic Windows

Econophysics of Systemic Risk and Network Dynamics

Editors: Abergel, F., Chakrabarti, B.K., Chakraborti, A., Ghosh, A. (Eds.)

  • This is the first book of its kind emerging out of the workshop where leading scientists from all over the world will discuss and report on their latest results
  • It will report recent researches and review contemporary developments
  • It book will also include the comments and debates on the latest issues
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Hardcover $149.00
price for USA
  • ISBN 978-88-470-2552-3
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  • Usually dispatched within 3 to 5 business days.
Softcover $149.00
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  • ISBN 978-88-470-5634-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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About this book

The primary goal of the book is to present the ideas and research findings of active researchers such as physicists, economists, mathematicians and financial engineers working in the field of “Econophysics,” who have undertaken the task of modeling and analyzing systemic risk, network dynamics and other topics.

Of primary interest in these studies is the aspect of systemic risk, which has long been identified as a potential scenario in which financial institutions trigger a dangerous contagion mechanism, spreading from the financial economy to the real economy.

This type of risk, long confined to the monetary market, has spread considerably in the recent past, culminating in the subprime crisis of 2008. As such, understanding and controlling systemic risk has become an extremely important societal and economic challenge. The Econophys-Kolkata VI conference proceedings are dedicated to addressing a number of key issues involved. Several leading researchers in these fields report on their recent work and also review contemporary literature on the subject.

Reviews

From the reviews:

“The book proposes an ample set of both theoretical and empirical contributions in the field of Econophysics and is worth reading particularly for those who are interested in the application of physics to economic and financial topics. … it presents recent advances in this field and it deserves attention by more advanced readers, especially those interested in cross-disciplinary analyses.” (Alberto Russo, Journal of Artificial Societies and Social Simulation, April, 2013)


Table of contents (18 chapters)

  • Diffusion of Defaults Among Financial Institutions

    Demange, Gabrielle

    Pages 3-17

  • Systemic Risk and Complex Systems: A Graph-Theory Analysis

    Lautier, Delphine (et al.)

    Pages 19-37

  • Omori Law After Exogenous Shocks on Supplier-Customer Network

    Fujiwara, Yoshi

    Pages 39-47

  • Aftershock Prediction for High-Frequency Financial Markets’ Dynamics

    Baldovin, Fulvio (et al.)

    Pages 49-58

  • How Unstable Are Complex Financial Systems? Analyzing an Inter-bank Network of Credit Relations

    Sinha, Sitabhra (et al.)

    Pages 59-76

Buy this book

eBook $109.00
price for USA (gross)
  • ISBN 978-88-470-2553-0
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $149.00
price for USA
  • ISBN 978-88-470-2552-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $149.00
price for USA
  • ISBN 978-88-470-5634-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Econophysics of Systemic Risk and Network Dynamics
Editors
  • Frédéric Abergel
  • Bikas K. Chakrabarti
  • Anirban Chakraborti
  • Asim Ghosh
Series Title
New Economic Windows
Copyright
2013
Publisher
Springer-Verlag Mailand
Copyright Holder
Springer-Verlag Italia
eBook ISBN
978-88-470-2553-0
DOI
10.1007/978-88-470-2553-0
Hardcover ISBN
978-88-470-2552-3
Softcover ISBN
978-88-470-5634-3
Series ISSN
2039-411X
Edition Number
1
Number of Pages
VIII, 300
Topics