Contagion models in credit risk
Year of publication: |
2011
|
---|---|
Authors: | Davis, Mark H. A. |
Published in: |
The Oxford handbook of credit derivatives. - Oxford [u.a.] : Oxford Univ. Press, ISBN 978-0-19-966948-6. - 2011, p. 285-326
|
Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Finanzdienstleistung | Financial services | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis |
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