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Mathematics and Financial Economics 1/2021
Mathematics and Financial Economics

Issue 1/2021

Special Issue: Systemic Risk and Financial Networks

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Table of Contents (8 Articles)

09-01-2021

Preface to the special issue on systemic risk and financial networks
Agostino Capponi, Robert Jarrow

03-09-2019

Asset price bubbles, market liquidity, and systemic risk
Robert Jarrow, Sujan Lamichhane

09-03-2020

How safe are central counterparties in credit default swap markets?
Mark Paddrik, H. Peyton Young

Open Access 27-06-2020

An integrated model for fire sales and default contagion
Nils Detering, Thilo Meyer-Brandis, Konstantinos Panagiotou, Daniel Ritter

12-09-2020

An optimization model for minimizing systemic risk
Rosella Castellano, Roy Cerqueti, Gian Paolo Clemente, Rosanna Grassi

Open Access 29-05-2020

Compound Poisson models for weighted networks with applications in finance
Axel Gandy, Luitgard A. M. Veraart

21-11-2019

Dual representations for systemic risk measures based on acceptance sets
Maria Arduca, Pablo Koch-Medina, Cosimo Munari

01-07-2020

Systemic credit freezes in financial lending networks
Daron Acemoglu, Asuman Ozdaglar, James Siderius, Alireza Tahbaz-Salehi

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