Market tremors : quantifying structural risks in modern financial markets /: quantifying structural risks in modern financial markets. (2021)

• Record Type: Book
• Further Information: Note: Hari P. Krishnan, Ash Bennington.
• Authors: Krishnan, Hari P, 1968-; Bennington, Ash
• Contents: Chapter 1: Introduction.- Chapter 2: Financial Networks in the Presence of a Dominant Agent.- Chapter 3: Exchange-Traded Products as a Source of Network Risk.- Chapter 4: The VIX 'Volmaggedon', with Exchange-Traded Notes Destabilizing the Market.- Chapter 5: Liquidity Fissures in the Corporate Bond Markets.- Chapter 6: Market Makers, Stabilizing or Disruptive?.- Chapter 7: The Elephants in the Room: Banks and the 'Almighty' Central Bank.- Chapter 8: Playing Defense and Attack in the Presence of a Dominant Agent.
• Publisher Details: Basingstoke : Palgrave Macmillan
• Publication Date: 2021
• Extent: 1 online resource, illustrations (black and white)
• Subjects: 658.155; Financial risk management -- Mathematical models; Investments -- Mathematical models
• Languages: English
• ISBNs: 9783030792534
• Related ISBNs: 9783030792527
• Notes: Note: Description based on CIP data; resource not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.