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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