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The Oxford handbook of credit derivatives
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Contagion models in credit risk
Davis, Mark H. A.
- In:
The Oxford handbook of credit derivatives
,
(pp. 285-326)
.
2011
Persistent link: https://www.econbiz.de/10014565536
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Taming animal spirits : risk management with behavioural factors
Andruszkiewicz, Grzegorz
;
Davis, Mark H. A.
;
Lleo, …
- In:
Annals of finance
9
(
2013
)
2
,
pp. 145-166
Persistent link: https://www.econbiz.de/10009741199
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3
Contagion Models in Credit Risk
Mark Davis, Mark H. A.
- In:
The Oxford handbook of credit derivatives
.
2012
Persistent link: https://www.econbiz.de/10012882000
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