Network Theory and Financial Risk (2nd edition)
First published:
ISBN: 978-1-78272-432-2
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Preface
Preface
Preface
Acknowledgements
An introduction to financial networks
Creating and describing networks
Identifying important nodes: Centrality metrics
Uncovering latent structure: Clustering and community detection
Finding hidden links: Projection networks
Estimating unknown links: Network reconstruction
Fast insights: Visualising networks
Financial cartography: Network layouts
Brass tacks: Complexity reduction
Financial stability and systemic risk
Design and simulation of financial market infrastructures
Monitoring and stress testing financial market infrastructures
Financial crime and conduct risk
Financial markets
References
The main purpose of the book is to provide a concise overview of methodologies and applications of network theory in finance and how these can be applied to answer questions around financial risk. The book is intended to be self-contained, and no prerequisites are assumed, although familiarity with mathematical methods is beneficial in those sections that delve deeper into the calculations.
The scope of possible topics to be included in such a book is of course very broad, and therefore not everything could be covered here. However, we have made an effort to include topics, measures and algorithms found useful for financial and economic applications in our consulting and product development at FNA over the years. There is a great amount of research being carried out in the field, and cross-fertilisation of ideas and methods is taking place across the many disciplines where network theory is applied, so we expect the number of topics relevant in financial applications to keep increasing. Thus, the second objective for the book was to document these topics and show how they apply to problems in finance as a reference within a single volume. Our third aim was to motivate
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