L’evoluzione delle tecniche di bootstrap: le curve vs Euribor dopo la crisi di Lehman Brother
D'Angelo, Valeria (A.A. 2013/2014) L’evoluzione delle tecniche di bootstrap: le curve vs Euribor dopo la crisi di Lehman Brother. Tesi di Laurea in Matematica finanziaria, LUISS Guido Carli, relatore Gabriella Foschini, pp. 58. [Bachelor's Degree Thesis]
![[img]](http://tesi.luiss.it/style/images/fileicons/application_pdf.png)
|
PDF (Full text)
Download (10MB) |
Abstract/Index
Il bootstrapping. la swap zero rates curve. Modello a curve multiple.
References
Bibliografia: pp. 55-56.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Management (L-18) |
| Chair: | Matematica finanziaria |
| Thesis Supervisor: | Foschini, Gabriella |
| Academic Year: | 2013/2014 |
| Session: | Autumn |
| Deposited by: | Maria Teresa Nisticò |
| Date Deposited: | 10 Feb 2015 15:47 |
| Last Modified: | 20 May 2015 00:03 |
| URI: | https://tesi.luiss.it/id/eprint/13489 |
Downloads
Downloads per month over past year
Repository Staff Only
 |
View Item |
