Credit default swap prices prediction with financial and supervised learning method
Gadaleta, Francesca Maria Anna (A.A. 2024/2025) Credit default swap prices prediction with financial and supervised learning method. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Giacomo Morelli, pp. 56. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
What is a credit default swap? The evolutioin of the instrument. Regulatory framework. How is a credit default swap valued? Support vector machine. The starting point: supervised learning. The support vector machine. Prediction of credit default swap prices.
References
Bibliografia: pp. 48-51.
| 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: | Morelli, Giacomo |
| Thesis Co-Supervisor: | Borri, Nicola |
| Academic Year: | 2024/2025 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 29 May 2026 11:14 |
| Last Modified: | 29 May 2026 11:14 |
| URI: | https://tesi.luiss.it/id/eprint/45995 |
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