Over the counter markets and counterparty risk
Di Martino, Giovanni di Dio (A.A. 2011/2012) Over the counter markets and counterparty risk. Tesi di Laurea in Processi stocastici e applicazioni alla finanza, LUISS Guido Carli, relatore Marco Scarsini, pp. 104. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
OTC derivatives market and ODE derivatives market. Network markets and information percolation. OTC and counterparty risk. A measure of counterparty risk of the financial system.
References
Bibliografia: pp. 101-104.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Processi stocastici e applicazioni alla finanza |
| Thesis Supervisor: | Scarsini, Marco |
| Thesis Co-Supervisor: | Gozzi, Fausto |
| Academic Year: | 2011/2012 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 18 Sep 2013 10:33 |
| Last Modified: | 19 May 2015 23:30 |
| URI: | https://tesi.luiss.it/id/eprint/10183 |
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