Videos

Geometry of Defaults

Presenter
March 27, 2015
Abstract
Richard Sowers University of Illinois at Urbana-Champaign Co-author: Henry K. Schenck and Rui Song (University of Illinois at Urbana-Champaign) We discuss some geometric considerations of defaults in networks of obligations. In particular, we use the clearing policies of Eisenberg and Noe and some ideas from geometry to compare counterparties
Supplementary Materials