FM12 - MS16-1 - Large Portfolio Asymptotics for Loss From Default Presentation: Justin A. Sirignano, Stanford University, USA, 21 min 4 sec
FM12 - MS16-3 - Branching and Interacting Particle Models of Systemic Risk Presentation: Michael Ludkovski, University of California, Santa Barbara, USA, 24 min 28 sec
FM12 - MS16-3 - Branching and Interacting Particle Models of Systemic Risk (PDF) Link: View PDF Handout
FM12 - MS16-4 - Endogenous Equilibria in Liquid Markets with Frictions and Boundedly Rational Agents Presentation: Paolo Dai Pra, University of Padova, Italy, 28 min 19 sec