An analysis of credit risk financial indicators

Cecchetti, Sara (2011) An analysis of credit risk financial indicators. Tesi di Dottorato, LUISS Guido Carli, Department of Economics and Finance > PhD Program in Mathematical Methods for Economics, Business, Finance and Insurance, tutor: Giovanna Nappo, p. 53. [Doctoral Thesis]

[img]
Preview
PDF (Full text) - Requires a PDF viewer such as GSview, Xpdf or Adobe Acrobat Reader
491Kb
[img]
Preview
PDF (English Abstract) - Requires a PDF viewer such as GSview, Xpdf or Adobe Acrobat Reader
51Kb
[img]
Preview
PDF (English Summary) - Requires a PDF viewer such as GSview, Xpdf or Adobe Acrobat Reader
38Kb

Abstract/Index

A Dynamic Default Dependence Model. On the Relationship between the Risk of Default and the Yield-to-Maturity of Bonds.

References

Bibliografia: pp. 52-53.

Item Type:Doctoral Thesis (PhD)
Research documents and activity classification:LUISS PhD Thesis
Divisions:Department of Economics and Finance > PhD Program in Mathematical Methods for Economics, Business, Finance and Insurance
Thesis Advisor:Nappo, Giovanna
Additional Information:Dottorato di Ricerca in Metodi matematici per l'economia, l'azienda, la finanza e le assicurazioni (XXII ciclo), LUISS Guido Carli, Roma, 2011. Relatore: Prof. Giovanna Nappo.
Uncontrolled Keywords:Lévy subordinators. Joint default probability. Copula. Default risk. Yield rate.
MIUR Scientific Area:Area 13 - Economics and Statistics > SECS-S/06 Mathematics for Economics, Actuarial Studies and Finance
Area 01 - Mathematics and Computer Science > MAT/06 Probability and Mathematical Statistics
Deposited By:Chiara Annulli (admin)
Deposited On:03 Aug 2011 11:33
Last Modified:28 May 2013 23:04

Repository Staff Only: item control page