Complex derivatives
S. Battiston, G. Caldarelli, C. Georg, R. May, J. Stiglitz
Nature Physics 9, 123 (2013)
#complexsystems#markettrading#financialrisk
The largest players in the derivatives market.
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.
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