CDS indices spreads: forecasting and trading iTraxx and CDX indices
Catillo, Matteo (A.A. 2015/2016) CDS indices spreads: forecasting and trading iTraxx and CDX indices. Tesi di Laurea in Fixed income, credit and commodities, LUISS Guido Carli, relatore Alberto Adolfo Cybo-Ottone, pp. 127. [Master's Degree Thesis]
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Abstract/Index
Credit default swap indices: iTraxx and CDX. Forecasting CDS indices apreads. Trading strategies.
References
Bibliografia: pp. 102-104.
| 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) |
| Outstanding Thesis: | Department of Economics and Finance |
| Chair: | Fixed income, credit and commodities |
| Thesis Supervisor: | Cybo-Ottone, Alberto Adolfo |
| Thesis Co-Supervisor: | Mazzoni, Giancarlo |
| Academic Year: | 2015/2016 |
| Session: | Autumn |
| Additional Information: | La tesi è vincitrice del Premio "Tesi d'Eccellenza" 2015/2016 ed è stata pubblicata online dalla LUISS University Press nella collana Working Paper. |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 28 Mar 2017 08:58 |
| Last Modified: | 19 Jul 2017 07:32 |
| URI: | https://tesi.luiss.it/id/eprint/18562 |
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