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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; Eric Schaanning PDF icon ni14101.pdf
Rama Cont; Lakshithe Wagalath Risk management for whales PDF icon ni14100.pdf
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons