Systemic risk in derivative markets: A graph-theory analysis

dc.contributor.author	Lautier, Delphine
dc.contributor.author	Raynaud, Franck
dc.date.accessioned	2010-11-15T15:12:51Z
dc.date.available	2010-11-15T15:12:51Z
dc.date.issued	2010
dc.identifier.uri	https://basepub.dauphine.fr/handle/123456789/5062
dc.language.iso	en	en
dc.subject	Integration	en
dc.subject	Systemic Risk	en
dc.subject	Derivatives	en
dc.subject	Commodities	en
dc.subject	Graph Theory	en
dc.subject	Minimum Spanning Trees	en
dc.subject.ddc	332	en
dc.subject.classificationjel	C4	en
dc.subject.classificationjel	O13	en
dc.title	Systemic risk in derivative markets: A graph-theory analysis	en
dc.type	Communication / Conférence
dc.identifier.citationpages	31	en
dc.description.sponsorshipprivate	oui	en
dc.subject.ddclabel	Economie financière	en
dc.relation.conftitle	Séminaire Economie du risque - Paris-Dauphine	en
dc.relation.confdate	2010-03
dc.relation.confcity	Paris	en
dc.relation.confcountry	France	en

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