Forecasting and investing with CDS: the case of iTraxx Financials

Cisotto, Pierfrancesco (A.A. 2016/2017) Forecasting and investing with CDS: the case of iTraxx Financials. Tesi di Laurea in Fixed income, credit and commodities, LUISS Guido Carli, relatore Alberto Adolfo Cybo-Ottone, pp. 117. [Master's Degree Thesis]

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Abstract/Index

Risk perception of banking sector. Descriptive analysis: iTraxx, CDX and Financials sub-indices. Determinants and forecast model: iTraxx, CDX and Financials sub-indices. Investing strategies: sub-indices and main series.

References

Bibliografia: pp. 74-76. Sitografia: p. 77.

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: Fixed income, credit and commodities
Thesis Supervisor: Cybo-Ottone, Alberto Adolfo
Thesis Co-Supervisor: Langer, Marshall
Academic Year: 2016/2017
Session: Extraordinary
Deposited by: Alessandro Perfetti
Date Deposited: 21 Jun 2018 12:22
Last Modified: 21 Jun 2018 12:22
URI: https://tesi.luiss.it/id/eprint/21419

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