Equity, leverage e probabilità d’insolvenza delle banche: come il mercato valuta il rischio default
Savio, Mario (A.A. 2011/2012) Equity, leverage e probabilità d’insolvenza delle banche: come il mercato valuta il rischio default. Tesi di Laurea in M&A and investment banking, LUISS Guido Carli, relatore Jurgen Dennert, pp. 90. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Definizione di capitale (bancario). Optimal capital structure. E come sulla creazione di valore. Analisi empirica.
References
Bibliografia: pp. 88-90.
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: | M&A and investment banking |
Thesis Supervisor: | Dennert, Jurgen |
Thesis Co-Supervisor: | Curcio, Domenico |
Academic Year: | 2011/2012 |
Session: | Autumn |
Deposited by: | Alessandro Perfetti |
Date Deposited: | 10 Jan 2013 18:27 |
Last Modified: | 23 Oct 2018 10:08 |
URI: | https://tesi.luiss.it/id/eprint/8881 |
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