Document Type thesis Author Name Andrei, Mihnea Stefan Email Address mihnea.andrei at wpi.edu 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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