Network Models in Finance

Network Models in Finance

Visualize and manage the complex interdependencies of global financial markets. Network Models in Finance provides a definitive, high-level roadmap to understanding the systemic connections that drive modern economics. Moving beyond traditional isolated analysis, this volume utilizes advanced graph theory and network science to identify hidden risks, map contagion paths, and optimize portfolio resilience in an increasingly interconnected world.

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What You Will Learn:

Graph Theory in Finance: Master the foundational principles of nodes, edges, and centrality measures to represent financial entities and their complex relationships.

Systemic Risk & Contagion: Discover proven methodologies for modeling how shocks propagate through banking networks and global supply chains.

Portfolio Optimization: Learn how to utilize network-based clustering and community detection to achieve true diversification and reduce correlated risk.

Asset Pricing & Liquidity: Explore the latest advancements in utilizing network topology to predict market movements and understand the flow of liquidity across exchanges.

Who This Book is For: This advanced analytical guide is essential for quantitative analysts (Quants), risk managers, financial engineers, and academic researchers. It is a vital resource for anyone tasked with managing large-scale institutional portfolios or designing the next generation of algorithmic trading strategies.

Product Details:

Format: Digital PDF Download

Authors: Gueorgui S. Konstantinov; Frank J. Fabozzi

Publisher: Wiley Professional Development (P&T)

Edition: 1st Edition

Publication Date: December 30, 2024

ISBN-13: 9781394279692

ISBN-10: 1394279698