Listar Programa de Doctorat en Economia i Empresa por autoría "Toto, Andrea"
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Three essays on liquidity and contagion
Toto, Andrea Universitat Jaume I (2016-04-16)The present PhD thesis consists of three papers. In the 1st paper we review credit risk models and models of counterparty risk and contagion and their application in credit risk management, and compare the two primary types ...