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.


General principles of credit risk modeling. Estimation of the default probability. Structural models. Implementation of credit metrics. Reduced form models. Macrofactor models. Credit derivatives.


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


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