50 results on '"Paddrik, Mark"'
Search Results
2. Central Counterparty Default Waterfalls and Systemic Loss
3. Assessing the Safety of Central Counterparties
4. Assessing the Safety of Central Counterparties
5. Contagion in Derivatives Markets
6. How safe are central counterparties in credit default swap markets?
7. Interbank contagion: An agent-based model approach to endogenously formed networks
8. Central Counterparty Default Waterfalls and Systemic Loss
9. Bank Networks and Systemic Risk: Evidence from the National Banking Acts
10. Market-Making Costs and Liquidity: Evidence from CDS Markets
11. Market-Making Costs and Liquidity: Evidence from CDS Markets
12. Cross-Asset Market Order Flow, Liquidity, and Price Discovery
13. An Agent-Based Approach to Interbank Market Lending Decisions and Risk Implications
14. An Agent-Based Approach to Interbank Market Lending Decisions and Risk Implications
15. Stressed to the core: Counterparty concentrations and systemic losses in CDS markets
16. An agent-based model for financial vulnerability
17. How Safe are Central Counterparties in Derivatives Markets?
18. Interbank Market Formation through Reinforcement Learning and Risk Aversion
19. Visual analysis to support regulators in electronic order book markets
20. Contagion in the CDS Market
21. Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets
22. Bank Networks and Systemic Risk: Evidence from the National Banking Acts
23. Bank Networks and Systemic Risk: Evidence from the National Banking Acts
24. Bank Networks and Systemic Risk: Evidence from the National Banking Acts
25. Effects of limit order book information level on market stability metrics
26. An Agent-Based Model for Crisis Liquidity Dynamics
27. Visualizations for sense-making in financial market regulation
28. Effects of Limit Order Book Information Level on Market Stability Metrics
29. The Role of Visual Analysis in the Regulation of Electronic Order Book Markets
30. Effects of Limit Order Book Information Level on Market Stability Metrics
31. An Agent-Based Model for Financial Vulnerability
32. Regulatory management of distressed financial markets using simulation
33. A study of dark pool trading using an agent-based model
34. Revolutionizing Financial Engineering Education: Simulation-Based Strategies for Learning
35. Assessing Financial Markets Through System Complexity Management
36. Visualizations for Financial Market Regulation
37. Agent based model of the E-Mini Future: Application for policy making
38. An agent based model of the E-Mini S&P 500 applied to flash crash analysis
39. Behavior based learning in identifying High Frequency Trading strategies
40. Influencing Markets to Prevent Failure: A Look at Returns and Information’s Relationship with Liquidity
41. A Study of Dark Pool Trading Using an Agent-Based Model
42. Agent Based Model of the E-Mini S&P 500 Future: Application for Policy Making
43. Behavior Based Learning in Identifying High Frequency Trading Strategies
44. An Agent Based Model of the E-Mini S&P 500 and the Flash Crash
45. Assessing Financial Markets through System Complexity Management
46. Financial systems analysis: Opening the future to closed-end funds
47. Modified momentum strategies in commodity futures markets
48. Risk Metric Allocation Methodology in Financial Markets
49. Strategies for hedging and trading in the emerging ethanol commodities market
50. Revolutionizing Financial Engineering Education: Simulation-Based Strategies for Learning
Catalog
Books, media, physical & digital resources
Discovery Service for Jio Institute Digital Library
For full access to our library's resources, please sign in.