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Table Of Contents
Introduction to R for Quantitative Finance
A. L. Barabási and R. Albert (1999), Emergence of scaling in random networks, Science 286, 509-512.
BCBS (2011), Global Systemically Important Banks: Assessment Methodology and the Additional Loss Absorbency Requirement, Committee on Banking Supervision. Available at http://www.bis.org/publ/bcbs201.pdf.
M. L. Bech and E. Atalay (2008), The topology of the federal funds market, Federal Reserve Bank of New York, Staff Reports, 354.
G. Bianconi and A. L. Barabási (2001), Competition and multiscaling in evolving networks, Europhysics Letters.54, 436.
G. Csardi and T. Nepusz (2006), The igraph software package for complex network research, InterJournal, Complex Systems 1695. Available at http://igraph.sf.net.
Z. Komárková, V. Hausenblas, and J. Frait (2012), How to Identify Systematically Important Financial Institutions, Report of the Central Bank of the Czech Republic, 100-111.
Á. Lublóy (2006), Topology of the Hungarian large-value transfer system, MNB Occasional Papers, 57.
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