Country risk: a structural model

Calderoni, Rebecca (A.A. 2012/2013) Country risk: a structural model. Tesi di Laurea in Algorithmic trading, LUISS Guido Carli, relatore Emilio Barone, pp. 99. [Master's Degree Thesis]

Full text for this thesis not available from the repository.

Abstract/Index

Credit rating agencies. Credit default swap. Credit risk models. A Structural model.

References

Bibliografia: pp. 96-99.

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: Algorithmic trading
Thesis Supervisor: Barone, Emilio
Thesis Co-Supervisor: Benigno, Pierpaolo
Academic Year: 2012/2013
Session: Autumn
Deposited by: Alessandro Perfetti
Date Deposited: 11 Feb 2014 15:48
Last Modified: 10 Apr 2017 10:27
URI: https://tesi.luiss.it/id/eprint/11072

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