Modelo de factores para pruebas de tensión con un modelo de derechos contingentes del sistema bancario chileno
Alternative title: | Factor model for stress-testing with a contingent claims model of the Chilean banking system <span.> |
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Year of publication: |
2008
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Authors: | Gray, Dale ; Walsh, James P. |
Published in: |
Monetaria. - México : [Verlag nicht ermittelbar], ISSN 0185-1136, ZDB-ID 445348-7. - Vol. 31.2008, 4, p. 513-558
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Subject: | Bank | Kreditrisiko | Credit risk | Optionspreistheorie | Option pricing theory | Chile |
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