2026-09-19T04:57:33Zhttps://dspace.mit.edu/server/oai/requestoai:dspace.mit.edu:1721.1/296712026-06-06T01:04:19Zcom_1721.1_7582com_1721.1_7581col_1721.1_131023
Andrew Lo.
Kumar, Rishi, 1979-
Massachusetts Institute of Technology. Dept. of Electrical Engineering and Computer Science.
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
2006-03-24T16:13:42Z
2006-03-24T16:13:42Z
2003
2003
http://hdl.handle.net/1721.1/29671
53833556
Thesis (M.Eng. and S.B.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2003.
Includes bibliographical references (p. 43-44).
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.
by Rishi Kumar.
M.Eng.
S.B.
44 p.
1323065 bytes
1322873 bytes
application/pdf
application/pdf
eng
Massachusetts Institute of Technology
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.
http://dspace.mit.edu/handle/1721.1/7582
Electrical Engineering and Computer Science.
The dynamics of global financial crises
Thesis
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Publication
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