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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Credit default swap indices: iTraxx and CDX. Forecasting CDS indices apreads. Trading strategies.


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


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