A discrete model for the default risk of inter-banking networks
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,...
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Digital WPI
2014
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| Online Access: | https://digitalcommons.wpi.edu/etd-theses/624 https://digitalcommons.wpi.edu/cgi/viewcontent.cgi?article=1623&context=etd-theses |