Simone Giansante

Dr

  • WESSEX HOUSE 9.07

Accepting PhD Students

20042018
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Research Output 2004 2018

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2014
1 Citations

Multi-agent financial network (MAFN) model of US collateralized debt obligations (CDO): regulatory capital arbitrage, negative CDS carry trade, and systemic risk analysis

Markose, S. M., Oluwasegun, B. & Giansante, S., 31 Jul 2014, Banking, Finance, and Accounting: Concepts, Methodologies, Tools, and Applications, Vols. 1-3. Hershey, U. S. A.: IGI Global, p. 561-590 30 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Collateralized debt obligations
Carry trade
Systemic risk
Risk analysis
Network model

Reserve Bank of India - Financial Stability Report: June 2011

Giansante, S., 1 Jun 2014, Network Analysis. Reserve Bank of India, p. 61 63 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Open Access
File
2013

Reserve Bank of India - Financial Stability Report: December 2013

Giansante, S., Dec 2013, Network Analysis. Reserve Bank of India, p. 23 26 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Open Access
File

Reserve Bank of India - Financial Stability Report: June 2013

Giansante, S., 1 Jun 2013, Network Analysis. Reserve Bank of India, p. 20 23 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Open Access
File
2012

Multi-agent financial network (MAFN) model of US collateralized debt obligations (CDO): regulatory capital arbitrage, negative CDS carry trade and systemic risk analysis

Sheri, M., Bewaji, O. & Giansante, S., Aug 2012, Simulation in Computational Finance and Economics: Tools and Emerging Applications. Alexandrova-Kabadjova, B., Martinez-Jaramillo, S., Garcia-Almanza, L. & Tsang, E. (eds.). IGI Global

Research output: Chapter in Book/Report/Conference proceedingChapter

Reserve Bank of India - Financial Stability Report: June 2012

Giansante, S., Jun 2012, Network Analysis. Reserve Bank of India, p. 54 58 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Open Access
File

Reserve Bank of India - Financial Stability Report: December 2012

Giansante, S., 1 Dec 2012, Network Analysis. Reserve Bank of India, p. 23 28 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Open Access
File
2011

Reserve Bank of India - Financial Stability Report: December 2011

Giansante, S., 1 Dec 2011, Network Analysis. Reserve Bank of India, p. 58 71 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Open Access
File
2010

Financial fragility and interacting units: an exercise

Charella, C., Giansante, S., Sordi, S. & Vercelli, A., 2010, Decision theory and choice: A complexity approach. Faggini, M. & Vinci, C. P. (eds.). Milan: Springer, Vol. Part II. p. 117-126 (New Economic Windows ).

Research output: Chapter in Book/Report/Conference proceedingChapter

Recent advances in modelling systemic risk using network analysis - ECB

Giansante, S., 1 Jan 2010, The CDS Network. p. 11 13 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

File
2007
1 Citations

The grass is always greener on the other side of the fence: the effect of misperceived signalling in a network formation process

Giansante, S., Kirman, A., Markose, S. & Pin, P., Aug 2007, Artificial Markets Modeling: Methods and Applications. Consiglio, A. (ed.). Springer, p. 223-236 (Lecture Notes in Economics and Mathematical Systems; vol. 599).

Research output: Chapter in Book/Report/Conference proceedingChapter