A review of CDOs valuation methods

Testa, Lorenzo (A.A. 2015/2016) A review of CDOs valuation methods. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Marco Papi, pp. 60. [Bachelor's Degree Thesis]

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Abstract/Index

Introduction to credit risk and credit derivatives. Structural, affine and intensity models: a literature's review. CDOs valuation models.

References

Bibliografia e sitografia: pp. 59-60.

Thesis Type: Bachelor's Degree Thesis
Institution: LUISS Guido Carli
Degree Program: Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (L-33)
Chair: Mathematical finance
Thesis Supervisor: Papi, Marco
Academic Year: 2015/2016
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 21 Oct 2016 10:38
Last Modified: 21 Oct 2016 10:38
URI: https://tesi.luiss.it/id/eprint/17096

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