Geometry of Defaults
Duration: 47 mins 21 secs
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| Description: |
Sowers, R (University of Illinois at Urbana-Champaign)
Thursday 18 December 2014, 15:30-16:15 |
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| Created: | 2014-12-22 16:57 |
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| Collection: | Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches |
| Publisher: | Isaac Newton Institute |
| Copyright: | Sowers, R |
| Language: | eng (English) |
| Abstract: | Co-author: Henry K. Schenck (University of Illinois at Urbana-Champaign)
We discuss some geometric considerations of defaults in networks of obligations. In particular, we use the clearing policies of Eisenberg and Noe and some ideas from geometry to compare counterparties. |
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