Publications Search Results

Publications Search Results

May 21, 2013

The search found 1 of 11784 documents sorted by Date with the following criteria:
Subject / Keyword: contingent claims analysis

Results: [New Search] [Sort by Author] [Sort by Title]

1.

Title: Factor Model for Stress-testing with a Contingent Claims Model of the Chilean Banking System
Author/Editor: Gray, Dale F. ; Walsh, James P
Series: Working Paper No. 08/89
Published: April 1, 2008
Subject(s): Banking systems | Chile | Pricing policy | Capital markets | Credit risk | Economic models
Author's keyword(s): contingent claims analysis | credit risk | factor model | VAR

Results: [New Search] [Sort by Author] [Sort by Title]