Analysis of a complex investment instrument: the CPDO

De Palma, Andrea (A.A. 2018/2019) Analysis of a complex investment instrument: the CPDO. Tesi di Laurea in Mathematical finance, Luiss Guido Carli, relatore Sara Biagini, pp. 44. [Bachelor's Degree Thesis]

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The CPDO structure. The CPDO strategy. Structure of cash flows. Mathematical analysis. Default risk and intensity an alternative approach.


Bibliografia: pp. 37-40.

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: Biagini, Sara
Academic Year: 2018/2019
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 13 Nov 2019 14:08
Last Modified: 13 Nov 2019 14:08


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