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Market tremors = quantifying structu...

Krishnan, Hari P.

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Market tremors = quantifying structural risks in modern financial markets /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Market tremors/ by Hari P. Krishnan, Ash Bennington.
其他題名:	quantifying structural risks in modern financial markets /
作者:	Krishnan, Hari P.
其他作者:	Bennington, Ash.
出版者:	Cham :Springer International Publishing : : 2021.,
面頁冊數:	xv, 248 p. :ill., digital ;24 cm.
內容註:	Chapter 1: Introduction -- Chapter 2: Financial Networks in the Presence of a Dominant Agent -- Chapter 3: Exchange-Traded Products as a Source of Network Risk -- Chapter 4: The VIX "Volmaggedon", with Exchange-Traded Notes Destabilizing the Market -- Chapter 5: Liquidity Fissures in the Corporate Bond Markets -- Chapter 6: Market Makers, Stabilizing or Disruptive? -- Chapter 7: The Elephants in the Room: Banks and the "Almighty" Central Bank -- Chapter 8: Playing Defense and Attack in the Presence of a Dominant Agent.
Contained By:	Springer Nature eBook
標題:	Financial risk management - Mathematical models. -
電子資源:	https://doi.org/10.1007/978-3-030-79253-4
ISBN:	9783030792534

Market tremors = quantifying structural risks in modern financial markets /
Krishnan, Hari P.

Market tremorsquantifying structural risks in modern financial markets /[electronic resource] :by Hari P. Krishnan, Ash Bennington. - Cham :Springer International Publishing :2021. - xv, 248 p. :ill., digital ;24 cm.

Chapter 1: Introduction -- Chapter 2: Financial Networks in the Presence of a Dominant Agent -- Chapter 3: Exchange-Traded Products as a Source of Network Risk -- Chapter 4: The VIX "Volmaggedon", with Exchange-Traded Notes Destabilizing the Market -- Chapter 5: Liquidity Fissures in the Corporate Bond Markets -- Chapter 6: Market Makers, Stabilizing or Disruptive? -- Chapter 7: The Elephants in the Room: Banks and the "Almighty" Central Bank -- Chapter 8: Playing Defense and Attack in the Presence of a Dominant Agent.

ISBN: 9783030792534

Standard No.: 10.1007/978-3-030-79253-4doiSubjects--Topical Terms:

910589
Financial risk management
--Mathematical models.

LC Class. No.: HD61 / .K75 2021

Dewey Class. No.: 658.155

Market tremors = quantifying structural risks in modern financial markets /
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