Econophysics of Systemic Risk and Network Dynamics

  • Frédéric Abergel
  • Bikas K. Chakrabarti
  • Anirban Chakraborti
  • Asim Ghosh

Part of the New Economic Windows book series (NEW)

Table of contents

  1. Front Matter
    Pages I-VIII
  2. Systemic Risk, Network Dynamics and Other Empirical Studies

    1. Front Matter
      Pages 1-1
    2. Delphine Lautier, Franck Raynaud
      Pages 19-37
    3. Fulvio Baldovin, Francesco Camana, Michele Caraglio, Attilio L. Stella, Marco Zamparo
      Pages 49-58
    4. Gayatri Tilak, Tamás Széll, Rémy Chicheportiche, Anirban Chakraborti
      Pages 77-104
    5. Damien Challet, David Morton de Lachapelle
      Pages 105-118
  3. Model-Based Studies

    1. Front Matter
      Pages 131-131
    2. Andrea Zaccaria, Matthieu Cristelli, Luciano Pietronero
      Pages 133-140
    3. He Chen, Jun-ichi Inoue
      Pages 157-171
    4. Asim Ghosh, Soumyajyoti Biswas, Arnab Chatterjee, Anindya Sundar Chakrabarti, Tapan Naskar, Manipushpak Mitra et al.
      Pages 173-200
    5. Priyodorshi Banerjee, Manipushpak Mitra, Conan Mukherjee
      Pages 201-216
  4. Miscellaneous Reports

    1. Front Matter
      Pages 237-237
    2. Sunil Kumar, Nivedita Deo
      Pages 261-275

About this book

Introduction

The primary goal of the book is to present the ideas and research findings of active researchers such as physicists, economists, mathematicians and financial engineers working in the field of “Econophysics,” who have undertaken the task of modeling
and analyzing systemic risk, network dynamics and other topics.

Of primary interest in these studies is the aspect of systemic risk, which has long been identified as a potential scenario in which financial institutions trigger a dangerous contagion mechanism, spreading from the financial economy to the real economy.

This type of risk, long confined to the monetary market, has spread considerably in the recent past, culminating in the subprime crisis of 2008. As such, understanding and controlling systemic risk has become an extremely important societal and economic challenge. The Econophys-Kolkata VI conference proceedings are dedicated to addressing a number of key issues involved. Several leading researchers in these fields report on their recent work and also review contemporary literature on the subject.

Keywords

Complex systems Econophysics Finance Network dynamics Systemic risk

Editors and affiliations

  • Frédéric Abergel
    • 1
  • Bikas K. Chakrabarti
    • 2
  • Anirban Chakraborti
    • 3
  • Asim Ghosh
    • 4
  1. 1.Lab. de Mathématiques AppliquéesEcole Centrale ParisChâtenay-MalabryFrance
  2. 2.Centre for Applied Mathematics &, Computational SciencesSaha Institute of Nuclear PhysicsKolkataIndia
  3. 3.Lab. de Mathématiques AppliquéesEcole Centrale ParisChâtenay-MalabryFrance
  4. 4.TCMPSaha Institute of Nuclear PhysicsKolkataIndia

Bibliographic information

  • DOI https://doi.org/10.1007/978-88-470-2553-0
  • Copyright Information Springer-Verlag Italia 2013
  • Publisher Name Springer, Milano
  • eBook Packages Physics and Astronomy
  • Print ISBN 978-88-470-2552-3
  • Online ISBN 978-88-470-2553-0
  • Series Print ISSN 2039-411X
  • Series Online ISSN 2039-4128
  • About this book