Large portfolio losses
By: Amir Dembo, Jean-Dominique Deuschel, Darrell Duffie.
Contributors: Deuschel, Jean-Dominique, 1957-; Duffie, Darrell.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 9177; Working paper series (National Bureau of Economic Research) -- working paper no. 9177.
Publisher: National Bureau of Economic Research
Published: 2002
Place of publication: Cambridge, MA
Language: eng
Number of pages: 17
Subjects: Business losses -- Mathematical models.
Notes: "September 2002."

Includes bibliographical references (p. 17).

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