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A discrete model for the default risk of inter-banking networks

Stichwort:

contagion, Networks, default, and banking system

Schöpfer:

Andrei, Mihnea Stefan

Advisor:

Sturm, Stephan

Herausgeber:

Worcester Polytechnic Institute

Datum erstellt:

2014-05-01

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences