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Mathematics and Financial Economics

Mathematics and Financial Economics 1/2021

Issue 1/2021

Special Issue: Systemic Risk and Financial Networks

Table of Contents ( 8 Articles )

09-01-2021 | Issue 1/2021

Preface to the special issue on systemic risk and financial networks

Agostino Capponi, Robert Jarrow

03-09-2019 | Issue 1/2021

Asset price bubbles, market liquidity, and systemic risk

Robert Jarrow, Sujan Lamichhane

09-03-2020 | Issue 1/2021

How safe are central counterparties in credit default swap markets?

Mark Paddrik, H. Peyton Young

27-06-2020 | Issue 1/2021 Open Access

An integrated model for fire sales and default contagion

Nils Detering, Thilo Meyer-Brandis, Konstantinos Panagiotou, Daniel Ritter

12-09-2020 | Issue 1/2021

An optimization model for minimizing systemic risk

Rosella Castellano, Roy Cerqueti, Gian Paolo Clemente, Rosanna Grassi

29-05-2020 | Issue 1/2021 Open Access

Compound Poisson models for weighted networks with applications in finance

Axel Gandy, Luitgard A. M. Veraart

21-11-2019 | Issue 1/2021

Dual representations for systemic risk measures based on acceptance sets

Maria Arduca, Pablo Koch-Medina, Cosimo Munari

01-07-2020 | Issue 1/2021

Systemic credit freezes in financial lending networks

Daron Acemoglu, Asuman Ozdaglar, James Siderius, Alireza Tahbaz-Salehi

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