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This page lists the preprints associated with this programme only.
A full list is also available, with details of how to submit relevant papers and how to acknowledge INI.

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Authors Title Attachments
T Kobayashi Cascades in multiplex financial networks with debts of different seniority PDF icon ni15002.pdf
D Filipovic To fully net or not to net: adverse effects of partial multilateral netting PDF icon ni15001.pdf
C Mendicino; S Moyen; K Nikolov Capital regulation in a microeconomic model with three layers of default PDF icon ni14099.pdf
H Ku Valuation of claims with price impact function and liquidity costs PDF icon ni14097.pdf
R Cont Credit default swaps and systemic risk PDF icon ni14069.pdf
Rama Cont PDF icon ni14101.pdf
Rama Cont Risk management for whales PDF icon ni14100.pdf
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons