Climate risk management for sustainable sovereig debt financing

Mammetti, Veronica (A.A. 2021/2022) Climate risk management for sustainable sovereig debt financing. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 48. [Master's Degree Thesis]

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Abstract/Index

Literature review. Contributions. Model layout. Main variables. Scenario trees in DSA. The impact of climate risk. Optimization. Methodology. Empirical analysis. Calibration. Results.

References

Bibliografia: pp. 40-42.

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)
Outstanding Thesis: Department of Economics and Finance
Chair: Empirical finance
Thesis Supervisor: Morelli, Giacomo
Thesis Co-Supervisor: Santucci de Magistris, Paolo
Academic Year: 2021/2022
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 04 Oct 2022 10:21
Last Modified: 16 May 2023 10:36
URI: https://tesi.luiss.it/id/eprint/33538

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