Browsing FGV EMAp - Escola de Matemática Aplicada by Subject "Finanças - Modelos matemáticos"

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Contagion in financial networks: a network theory and agent-based approaches to modeling the spread of risk in financial systems

Pinheiro, Leonardo dos Santos
2016-05-06

This dissertation studies the spread of crisis over the financial system. More specifically, we aim to develop models that allow us to simulate how an economic shock strikes a few financial agents and from them propagate ...