The term structure of CDS spreads: an assessment of credit risk

Branco, Luca (A.A. 2013/2014) The term structure of CDS spreads: an assessment of credit risk. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Marco Papi, pp. 53. [Bachelor's Degree Thesis]

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Abstract/Index

Credit rating agencies: an overview. Credit default swaps. Variables for credit risk. Countries in account. Agencies and ratings. A model for credit default swaps.

References

Bibliografia: pp. 49-52.

Thesis Type: Bachelor's Degree Thesis
Institution: LUISS Guido Carli
Degree Program: Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, english language (L-33)
Chair: Mathematical finance
Thesis Supervisor: Papi, Marco
Academic Year: 2013/2014
Session: Summer
Deposited by: Maria Teresa Nisticò
Date Deposited: 09 Sep 2014 16:28
Last Modified: 20 Nov 2018 11:20
URI: https://tesi.luiss.it/id/eprint/12513

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