Complex derivatives

被引：36

作者：

Battiston, Stefano ^{[1
]}

Caldarelli, Guido ^{[2
,3
]}

Georg, Co-Pierre ^{[4
,5
]}

May, Robert ^{[5
]}

Stiglitz, Joseph ^{[6
]}

机构：

[1] ETH, CH-8092 Zurich, Switzerland

[2] IMT Alti Studi Lucca, I-55100 Lucca, Italy

[3] London Inst Math Sci, London W1K 2XF, England

[4] Deutsch Bundesbank, D-60431 Frankfurt, Germany

[5] Univ Oxford, Oxford OX1 1HP, England

[6] Columbia Univ, New York, NY 10027 USA

来源：

NATURE PHYSICS | 2013年 / 9卷 / 03期

关键词：

SYSTEMIC RISK;

D O I：

10.1038/nphys2575

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

The intrinsic complexity of the financial derivatives market has emerged as both an incentive to engage in it, and a key source of its inherent instability. Regulators now faced with the challenge of taming this beast may find inspiration in the budding science of complex systems.

引用

页码：123 / 125

页数：3

共 8 条

[1] Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk [J].