| dc.contributor.advisor | Andrew Lo. | en_US |
| dc.contributor.author | Kumar, Rishi, 1979- | en_US |
| dc.contributor.other | Massachusetts Institute of Technology. Dept. of Electrical Engineering and Computer Science. | en_US |
| dc.date.accessioned | 2006-03-24T16:13:42Z | |
| dc.date.available | 2006-03-24T16:13:42Z | |
| dc.date.copyright | 2003 | en_US |
| dc.date.issued | 2003 | en_US |
| dc.identifier.uri | http://hdl.handle.net/1721.1/29671 | |
| dc.description | Thesis (M.Eng. and S.B.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2003. | en_US |
| dc.description | Includes bibliographical references (p. 43-44). | en_US |
| dc.description.abstract | This research aims to develop a Markov chain model of the transmission of financial crises. It uses a mathematical programming framework to determine the transition probabilities that describe the crisis dynamics. The framework allows for modelling and comparing various channels of contagion, such as investments and bilateral trade. | en_US |
| dc.description.statementofresponsibility | by Rishi Kumar. | en_US |
| dc.format.extent | 44 p. | en_US |
| dc.format.extent | 1323065 bytes | |
| dc.format.extent | 1322873 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.format.mimetype | application/pdf | |
| dc.language.iso | eng | en_US |
| dc.publisher | Massachusetts Institute of Technology | en_US |
| dc.rights | M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission. | en_US |
| dc.rights.uri | http://dspace.mit.edu/handle/1721.1/7582 | |
| dc.subject | Electrical Engineering and Computer Science. | en_US |
| dc.title | The dynamics of global financial crises | en_US |
| dc.type | Thesis | en_US |
| dc.description.degree | M.Eng.and S.B. | en_US |
| dc.contributor.department | Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science | |
| dc.identifier.oclc | 53833556 | en_US |
