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N°15-24: Collateralization, Leverage, and Stressed Expected Loss, E. Jondeau and A. Khalilzadez, 2015.
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N°15-24: Collateralization, Leverage, and Stressed Expected Loss, E. Jondeau and A. Khalilzadez, 2015.
Author
E. Jondeau
,
A. Khalilzadez
Date
11 March 2015
Category
Working Papers
Link
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2641769
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