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Backreaction of Financial Networks: Risk Estimation and Asset-Management

Objective

The financial market is a relevant part of our economy. Its crisis spread all over the countries and affect our daily life. Understanding these phenomena has become a crucial field of academic research and a holy grail for investors. In this project, I aim to study and develop models to forecast and manage the risk propagation along simplified structures called dynamical networks with particular emphasis on the morphological changes occurring as back-reaction to the risk spread.

Coordinator

MUNCHENER RUCKVERSICHERUNGS-GESELLSCHAFT AG
Net EU contribution
€ 53 153,60
Address
KONIGINSTRASSE 107
80802 Munchen
Germany

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Region
Bayern Oberbayern München, Kreisfreie Stadt
Activity type
Private for-profit entities (excluding Higher or Secondary Education Establishments)
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Total cost
€ 53 153,60

Participants (1)