Contagion at the interbank market with stochastic LGD:
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Bibliographic Details
Main Authors: Memmel, Christoph 1975- (Author), Sachs, Angelika (Author), Stein, Ingrid 1972- (Author)
Format: Book
Language:English
Published: Frankfurt, M. Dt. Bundesbank, Pres and Public Relations Div. 2011
Series:Discussion paper / Deutsche Bundesbank Eurosystem : Ser. 2, Banking and financial studies No. 2011,06
Item Description:Literaturangaben
Physical Description:34 S. graph. Darst. 30 cm
ISBN:9783865587022