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January 01, 2024 conference-paper Open access Aachen paper

A Structural Credit Risk Model with Default Contagion

Springer eBooks, pp. 280–285

DOI: 10.1007/978-3-031-64273-9_46 Full text (OA) OpenAlex

Authors 4

  1. Bud Schiphorst corresponding

    University of Amsterdam

    Affiliation as printed

    Korteweg-de Vries Institute for Mathematics, University of Amsterdam, Amsterdam, The Netherlands

    Rabobank, Utrecht, The Netherlands

  2. Michel Mandjes Aachen Mathematical Institute

    Leiden University · University of Amsterdam

    Affiliation as printed

    Korteweg-de Vries Institute for Mathematics, University of Amsterdam, Amsterdam, The Netherlands

    Mathematical Institute, Leiden University, Leiden, The Netherlands

  3. Peter Spreij

    Radboud University Nijmegen · University of Amsterdam

    Affiliation as printed

    IMAPP, Radboud University, Nijmegen, The Netherlands

    Korteweg-de Vries Institute for Mathematics, University of Amsterdam, Amsterdam, The Netherlands

  4. Erik Winands

    University of Amsterdam

    Affiliation as printed

    Korteweg-de Vries Institute for Mathematics, University of Amsterdam, Amsterdam, The Netherlands

    Rabobank, Utrecht, The Netherlands

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References 6

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