Document Type thesis Author Name Andrei, Mihnea Stefan URN etd-050114-152504 Title A discrete model for the default risk of inter-banking networks Degree MS Department Mathematical Sciences Advisors Stephan Sturm, Advisor Keywords default banking system networks contagion Date of Presentation/Defense 2014-05-01 Availability unrestricted
During the most recent financial crisis, a myriad of banks defaulted. This scenario encouraged the development of a mathematical model for how default spreads through a system of banks. As we will see, the problem brings together ideas from many fields in Mathematics: Combinatorics, Linear Algebra, Calculus, Statistics and Probabilities. Afterwards, we will turn our attention not only towards implementing the model in MATLAB, but also towards interpreting the results obtained.
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