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.


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.


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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