Network Theory and Financial Risk (2nd edition)
First published:
ISBN: 978-1-78272-432-2
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Acknowledgements
Acknowledgements
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
This book is the culmination of years of research in the field of financial networks, none of which would have been possible without the enduring support we have had from our families, friends, colleagues and clients.
We owe a debt of gratitude to Adam Csabay, Dr Amanah Ramadiah, Ivana Ruffini, Lubos Pernis, Matteo Neri and Olivier Kraft for contributing to many of the chapters of the book. We would like to offer a special thank you to Chloe Wang and Riccardo Marcaccioli for their contributions to our research on a number of chapters. We also thank Will Towning for his contribution to the editing of this book.
Further, we are grateful to Lewis O’Sullivan and the rest of the Risk Books team for their support throughout the process of publishing this book.
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