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A discrete model for the default risk of inter-banking networks
Keyword:
contagion
,
Networks
,
default
, and
banking system
Creator:
Andrei, Mihnea Stefan
Advisor:
Sturm, Stephan
Publisher:
Worcester Polytechnic Institute
Date Created:
2014-05-01
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
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Masters Theses
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1
Year
2014
1
Creator
Andrei, Mihnea Stefan
1
Advisor
Sturm, Stephan
1
Contributor
Sturm, Stephan
1
Unit (Department)
Mathematical Sciences
1
Publisher
Worcester Polytechnic Institute
1
Resource type
Thesis
1
