Credit risk modeling
Borelli, Micol Rachele (A.A. 2018/2019) Credit risk modeling. Tesi di Laurea in Advanced corporate finance, Luiss Guido Carli, relatore Luana Zaccaria, pp. 92. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
General principles of credit risk modeling. Estimation of the default probability. Structural models. Implementation of credit metrics. Reduced form models. Macrofactor models. Credit derivatives.
References
Bibliografia: pp. 71-73.
| 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: | Advanced corporate finance |
| Thesis Supervisor: | Zaccaria, Luana |
| Thesis Co-Supervisor: | Capasso, Arturo |
| Academic Year: | 2018/2019 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 22 Sep 2020 12:59 |
| Last Modified: | 22 Sep 2020 12:59 |
| URI: | https://tesi.luiss.it/id/eprint/27186 |
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