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Econophysics of Systemic Risk and Network Dynamics (Record no. 26307)

000 -LEADER
fixed length control field 04659nam a22004695i 4500
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20140310152717.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr nn 008mamaa
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 120806s2013 it | s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9788847025530
978-88-470-2553-0
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QC174.7-175.36
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 621
Edition number 23
264 #1 -
-- Milano :
-- Springer Milan :
-- Imprint: Springer,
-- 2013.
912 ## -
-- ZDB-2-SBE
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Abergel, Frédéric.
Relator term editor.
245 10 - IMMEDIATE SOURCE OF ACQUISITION NOTE
Title Econophysics of Systemic Risk and Network Dynamics
Medium [electronic resource] /
Statement of responsibility, etc edited by Frédéric Abergel, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh.
300 ## - PHYSICAL DESCRIPTION
Extent VIII, 298 p. 130 illus.
Other physical details online resource.
440 1# - SERIES STATEMENT/ADDED ENTRY--TITLE
Title New Economic Windows,
International Standard Serial Number 2039-411X
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Diffusion of defaults among financial institutions by G. Demange -- Systemic risk and complex systems: a graph-theory analysis by D. Lautier, F. Raynaud -- Omori Law after Exogenous on Supplier-Customer Network by Y. Fujiwara -- Aftershock prediction for high-frequency financial markets’ dynamics by F. Baldovin, F. Camana, M. Caraglio, A.L. Stella, M. Zamparo -- How unstable are complex financial systems ? Analyzing an inter-bank network of credit relations by S. Sinha, M. Thess, S. Markose -- Study of statistical correlations in intraday and daily financial return time series by G. Tilak, T. Széll, R. Chicheportiche, A. Chakraborti -- A robust measure of investor contrarian behaviour by D. Challet, D. Morton de Lachapelle -- Evolution of Zipf’s Law for Indian Urban Agglomerations vis-à-vis Chinese Urban Agglomerations by K. Gangopadhyay, B. Basu -- Reaction to extreme events in a minimal agent based model by A. Zaccaria, M. Cristelli, L. Pietronero -- Predatory trading and risk minimisation: how to (b)eat the competition by A. Mehta -- Statistical Mechanics of Labor Markets by He Chen, Jun-ichi Inoue -- Kolkata Paise Restaurant Problem: An Introduction by A. Ghosh, S. Biswas, A. Chatterjee, A.S. Chakrabarti, T. Naskar, M. Mitra, B.K. Chakrabarti -- Kolkata Paise Restaurant problem and the Cyclically Fair Norm by P. Banerjee, M. Mitra, C. Mukherjee -- An introduction to multi-player, multi-choice quantum games: Quantum Minority games & Kolkata restaurant problems by P. Sharif, H. Heydari -- Cluster analysis and Gaussian mixture estimation of correlated time-series by means of multi-dimensional scaling by T. Ibuki, Sei Suzuki. Jun-ichi Inoue -- Analyzing Crisis in Global Financial Indices by S. Kumar, N. Deo -- Study of Systemic Risk Involved in Mutual Funds by K.C. Dash, M. Dash -- Characterizing price index behavior through fluctuation dynamics by P.K. Panigrahi, S. Ghosh, A. Banerjee, J. Bahadur, P. Manimaran -- Discussions and comments.
520 ## - SUMMARY, ETC.
Summary, etc The primary goal of the book is to present the ideas and research findings of active researchers such as physicists, economists, mathematicians and financial engineers working in the field of “Econophysics,” who have undertaken the task of modeling and analyzing systemic risk, network dynamics and other topics. Of primary interest in these studies is the aspect of systemic risk, which has long been identified as a potential scenario in which financial institutions trigger a dangerous contagion mechanism, spreading from the financial economy to the real economy. This type of risk, long confined to the monetary market, has spread considerably in the recent past, culminating in the subprime crisis of 2008. As such, understanding and controlling systemic risk has become an extremely important societal and economic challenge. The Econophys-Kolkata VI conference proceedings are dedicated to addressing a number of key issues involved. Several leading researchers in these fields report on their recent work and also review contemporary literature on the subject.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Physics.
Topical term or geographic name as entry element Mathematics.
Topical term or geographic name as entry element Economics.
Topical term or geographic name as entry element Physics.
Topical term or geographic name as entry element Statistical Physics, Dynamical Systems and Complexity.
Topical term or geographic name as entry element Economics/Management Science, general.
Topical term or geographic name as entry element Mathematics, general.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Chakrabarti, Bikas K.
Relator term editor.
Personal name Chakraborti, Anirban.
Relator term editor.
Personal name Ghosh, Asim.
Relator term editor.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
773 0# - HOST ITEM ENTRY
Title Springer eBooks
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Printed edition:
International Standard Book Number 9788847025523
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier http://dx.doi.org/10.1007/978-88-470-2553-0
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Item type E-Book
Copies
Price effective from Permanent location Date last seen Not for loan Date acquired Source of classification or shelving scheme Koha item type Damaged status Lost status Withdrawn status Current location Full call number
2014-04-17AUM Main Library2014-04-17 2014-04-17 E-Book   AUM Main Library621