Editors:
- 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
- Includes supplementary material: sn.pub/extras
Part of the book series: New Economic Windows (NEW)
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Table of contents (18 chapters)
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Front Matter
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Systemic Risk, Network Dynamics and Other Empirical Studies
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Front Matter
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Systemic risk, network dynamics and other empirical studies
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Model-Based Studies
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Front Matter
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Model-based studies
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Miscellaneous Reports
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Front Matter
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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)
Editors and Affiliations
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Lab. de Mathématiques Appliquées, Ecole Centrale Paris, Châtenay-Malabry, France
Frédéric Abergel, Anirban Chakraborti
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Centre for Applied Mathematics &, Computational Sciences, Saha Institute of Nuclear Physics, Kolkata, India
Bikas K. Chakrabarti
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TCMP, Saha Institute of Nuclear Physics, Kolkata, India
Asim Ghosh
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
DOI: https://doi.org/10.1007/978-88-470-2553-0
Publisher: Springer Milano
eBook Packages: Physics and Astronomy, Physics and Astronomy (R0)
Copyright Information: Springer-Verlag Italia 2013
Hardcover ISBN: 978-88-470-2552-3Published: 06 August 2012
Softcover ISBN: 978-88-470-5634-3Published: 20 September 2014
eBook ISBN: 978-88-470-2553-0Published: 08 August 2012
Series ISSN: 2039-411X
Series E-ISSN: 2039-4128
Edition Number: 1
Number of Pages: VIII, 300
Topics: Complex Systems, Business and Management, general, Mathematics, general, Statistical Physics and Dynamical Systems