Systemic risk in derivative markets: A graph-theory analysis
| Year of publication: |
2010-03
|
|---|---|
| Authors: | Lautier, Delphine ; Raynaud, Franck |
| Institutions: | Université Paris-Dauphine (Paris IX) |
| Subject: | Integration | Systemic Risk | Derivatives | Commodities | Graph Theory | Minimum Spanning Trees |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Classification: | C4 - Econometric and Statistical Methods: Special Topics ; O13 - Agriculture; Natural Resources; Energy; Environment; Other Primary Products |
| Source: |
Persistent link: https://www.econbiz.de/10010706674