A contagion model of defaults and its applications
碩士 === 國立政治大學 === 金融研究所 === 98
Main Author: | 楊濬濂 |
---|---|
Other Authors: | 江彌修 |
Format: | Others |
Language: | zh-TW |
Online Access: | http://ndltd.ncl.edu.tw/handle/09526937480721757125 |
Similar Items
-
A Discrete-Time Inter-Temporal Default Contagion Model and Its Applications
by: 林國瑞 -
Equilibrium pricing, default and contagion
by: Aquilina, John
Published: (2005) -
Dynamic contagion in a banking system with births and defaults
by: Ichiba, T., et al.
Published: (2019) -
The Ising Model on a Heavy Gravity Portfolio Applied to Default Contagion
by: Zhao, Yang, et al.
Published: (2011) -
Intervention on default contagion under partial information in a financial network.
by: Yang Xu
Published: (2019-01-01)