Default and systemic risk in equilibrium
Year of publication: |
2015
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Authors: | Capponi, Agostino ; Larsson, Martin |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 25.2015, 1, p. 51-76
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Subject: | default risk | systemic risk | equilibrium | Theorie | Theory | Systemrisiko | Systemic risk | Kreditrisiko | Credit risk | Finanzdienstleistung | Financial services | Insolvenz | Insolvency |
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