Videos

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A unified approach to systemic risk measures via acceptance set Thumbnail

A unified approach to systemic risk measures via acceptance set

Presenter
  • Marco Frittelli
March 24, 2015
IPAM
Contagion and Systematic Risk: an Application to the Survival of Hedge Funds Thumbnail

Contagion and Systematic Risk: an Application to the Survival of Hedge Funds

March 23, 2015
IPAM
Funding liquidity risk modeling: a game theoretic approach Thumbnail

Funding liquidity risk modeling: a game theoretic approach

Presenter
  • Andreea Minca
March 23, 2015
IPAM
Default Cascades in Inhomogeneous Financial Networks Thumbnail

Default Cascades in Inhomogeneous Financial Networks

Presenter
  • Hamed Amini
March 23, 2015
IPAM
Systemic Risk: Beyond the Financial Sector Thumbnail

Systemic Risk: Beyond the Financial Sector

Presenter
  • Edson Bastos
March 23, 2015
IPAM
An Integrated Model of Systemic Risk in Financial Networks Thumbnail

An Integrated Model of Systemic Risk in Financial Networks

March 23, 2015
IPAM
Contagion! The Spread of Systemic Risk in Financial Networks Thumbnail

Contagion! The Spread of Systemic Risk in Financial Networks

Presenter
  • Tom Hurd
March 23, 2015
IPAM
More Ways to Look at Trading on a Limit Order Book Thumbnail

More Ways to Look at Trading on a Limit Order Book

Presenter
  • George Papanicolaou
March 13, 2015
IPAM
Energy and Commodity Markets (Part 3) Thumbnail

Energy and Commodity Markets (Part 3)

Presenter
  • Ronnie Sircar
March 13, 2015
IPAM
Systemic Risk: Channels of Contagion in Financial Systems (Part 3) Thumbnail

Systemic Risk: Channels of Contagion in Financial Systems (Part 3)

Presenter
  • Rama Cont
March 12, 2015
IPAM
High Frequency Markets and Optimal Execution (Part 3) Thumbnail

High Frequency Markets and Optimal Execution (Part 3)

Presenter
  • RenĂ© Carmona
March 12, 2015
IPAM
Systemic Risk: Channels of Contagion in Financial Systems (Part2) Thumbnail

Systemic Risk: Channels of Contagion in Financial Systems (Part2)

Presenter
  • Rama Cont
March 12, 2015
IPAM