Videos

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Multi-name default intensity models under stochastic time-change Thumbnail

Multi-name default intensity models under stochastic time-change

Presenter
  • Michael Gordy
March 25, 2015
IPAM
Systemic Risk in the Repo Market Thumbnail

Systemic Risk in the Repo Market

Presenter
  • Alexander Shkolnik
March 25, 2015
IPAM
Framed motives of algebraic varieties (after V. Voevodsky) Thumbnail

Framed motives of algebraic varieties (after V. Voevodsky)

Presenter
  • Ivan Panin
March 25, 2015
IAS
Liability Concentration and Systemic Losses in Financial Networks: Comparisons via Majorization Thumbnail

Liability Concentration and Systemic Losses in Financial Networks: Comparisons via Majorization

Presenter
  • Agostino ni Cappo
March 25, 2015
IPAM
Static Models of Central Counterparty Risk Thumbnail

Static Models of Central Counterparty Risk

Presenter
  • Samim Ghamami
March 25, 2015
IPAM
Systemic Risk with Central Counterparty Clearing Thumbnail

Systemic Risk with Central Counterparty Clearing

Presenter
  • Damir Filipovic
March 25, 2015
IPAM
On the incidence complex of the boundary of the character variety Thumbnail

On the incidence complex of the boundary of the character variety

Presenter
  • Carlos Simpson
March 24, 2015
IAS
Complexity and self-organization in financial markets: evidence from trading networks Thumbnail

Complexity and self-organization in financial markets: evidence from trading networks

Presenter
  • Andrei Kirilenko
March 24, 2015
IPAM
New Data-Driven Approaches to Mortgage Risk Thumbnail

New Data-Driven Approaches to Mortgage Risk

Presenter
  • Justin Sirignano
March 24, 2015
IPAM
Liquidity Policies and Systemic Risk Thumbnail

Liquidity Policies and Systemic Risk

Presenter
  • Nina Boyarchenko
March 24, 2015
IPAM
Financial Intermediation Networks (with Marco Di Maggio) Thumbnail

Financial Intermediation Networks (with Marco Di Maggio)

Presenter
  • Alireza Tahbaz-Salehi
March 24, 2015
IPAM

3-24-15 Statistical Mechanics and Combinatorics

Presenter
  • Richard Kenyon
March 24, 2015
ICERM