Portfolio pricing under credit risk: a specific application to the Italian public sector

Giustozzi, Andrea (A.A. 2019/2020) Portfolio pricing under credit risk: a specific application to the Italian public sector. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 97. [Master's Degree Thesis]

Full text for this thesis not available from the repository.

Abstract/Index

Economic principles of credit risk. Managing credit risk in the public sector: a specific application to the Italian public administration. Credit risk modelling. Definition and creation of a diversified portfolio. Pricing model. From the credit risk model to the pricing model. Comments on models and further developments.

References

Bibliografia: pp. 77-79.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77)
Chair: Asset pricing
Thesis Supervisor: Porchia, Paolo
Thesis Co-Supervisor: Pirra, Marco
Academic Year: 2019/2020
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 15 Dec 2020 14:32
Last Modified: 15 Dec 2020 14:32
URI: https://tesi.luiss.it/id/eprint/27817

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