Advancing the Field of Quantitative Finance
formerly the IAFE

Event: IAFE Liquidity Risk Committee Event: Multi-Agent Models and Network Externalities
Date: June 10, 2010
Time: 5:30pm Registration, 6:00pm - Panel Discussion, 7:30pm - Reception

Location:

PricewaterhouseCoopers
300 Madison Avenue
New York

 

 

The IAFE Liquidity Risk Committee is pleased to invite you to

Multi-Agent Models and Network Externalities: The Interconnectedness Underlying Systemic Risks and Episodic Liquidity

5:30 - Registration
6:00 - Panel Discussion
7:30 - Reception

 

A Panel Discussion

A discussion of multi-agent approaches to modeling financial networks addressing a range of applications to crashes and panics, episodic liquidity and contagion effects, and the various interdependencies resulting from capital flows across firms and markets

   

Panelists:

Alan King

IBM Thomas J Watson Research Center

Duncan Watts

Yahoo Inc.

Adjunct Senior Research Fellow, Columbia University

 

Session Chair:

David K. A. Mordecai
Risk Economics Limited Inc. and Compass Lexecon

Co-Chair of the IAFE Liquidity Risk Committee


Hosted by:

PricewaterhouseCoopers


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