Probability of default and efficiency in cooperative banking
نویسندگان
چکیده
منابع مشابه
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This paper is dedicated to our friend Marek, for his birthday. Two of us know Marek since more than 20 years, when we embarked in the adventure of Mathematics for Finance. Our paths diverged, but we always kept strong ties. Thank you, Marek, for all the fruitful discussions we have had. We hope you will find some interest in this paper and the modeling of credit risk we present, and we are look...
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ژورنال
عنوان ژورنال: Journal of International Financial Markets, Institutions and Money
سال: 2013
ISSN: 1042-4431
DOI: 10.1016/j.intfin.2013.03.003