Contagion phenomena with applications in finance

Author(s)

• Darolles, Serge
• Gourieroux, Christian

Bibliographic Information

Contagion phenomena with applications in finance

Serge Darolles, Christian Gourieroux

ISTE Press , Elsevier, 2015

Note

"Quantitative finance set"

Bibliography: p. [145]-151

Includes index

Details

• NCID: BB19762196
• ISBN:
  • 9781785480355
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: London,Oxford
• Pages/Volumes: xii, 154 p.
• Size: 24 cm
• Subject Headings:
  • LCSH : Contagious distributions
  • LCSH : Finance -- Mathematical models