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Modern Financial Engineering - MaRDI portal

Modern Financial Engineering

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Publication:5029733

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DOI10.1142/12725zbMath1490.91002OpenAlexW3208692359MaRDI QIDQ5029733

Michele Bufalo, Henry Penikas, Giuseppe Orlando, Concetta Zurlo

Publication date: 14 February 2022

Published in: Topics in Systems Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/12725

zbMATH Keywords

credit risk financial engineering systemic risk counterparty risk

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Portfolio theory (91G10) Credit risk (91G40) Financial networks (including contagion, systemic risk, regulation) (91G45)

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