A network of business relations to model counterparty risk
Year of publication: |
2008-11
|
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Authors: | Barro, Diana ; Basso, Antonella |
Institutions: | Dipartimento di Matematica Applicata, Università Ca' Foscari Venezia |
Subject: | credit risk contagion | networks | counterparty risk | entropy spatial models |
Extent: | application/pdf |
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Series: | Working Papers. - ISSN 1828-6887. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 171 10 pages |
Classification: | D61 - Allocative Efficiency; Cost-Benefit Analysis ; C63 - Computational Techniques |
Source: |
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