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Filtering by: Creator Andrei, Mihnea Stefan Collections Masters Theses Publisher Worcester Polytechnic Institute Year 2014

1. 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