Prudent valuation: additional value adjustment and analysis of parameter reduction in case of a two dimensional valuation input
Lahouiri, Elia (A.A. 2017/2018) Prudent valuation: additional value adjustment and analysis of parameter reduction in case of a two dimensional valuation input. Tesi di Laurea in Risk management and compliance, LUISS Guido Carli, relatore Giancarlo Mazzoni, pp. 101. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Regulation and basic definition. Basic concepts. Volatility surface. Empirical analysis. Case description.
References
Bibliografia: pp. 83-85.
| 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: | Risk management and compliance |
| Thesis Supervisor: | Mazzoni, Giancarlo |
| Thesis Co-Supervisor: | Curcio, Domenico |
| Academic Year: | 2017/2018 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 17 Jan 2019 13:37 |
| Last Modified: | 17 Jan 2019 13:37 |
| URI: | https://tesi.luiss.it/id/eprint/21958 |
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