We develop a majorization-based tool to compare financial networks with a focus on the implications of liability concentration. Specifically, we quantify liability concentration by applying the…

We develop a majorization-based tool to compare financial networks with a focus on the implications of liability concentration. Specifically, we quantify liability concentration by applying the…

Friday, March 7, 2014 at 3:30pm
Frank H. T. Rhodes Hall, 655
CAM Colloquium: Howard C. Elman (Maryland) - Reduced Basis Collocation Methods for Partial Differential Equations with Random…