Συλλογές
Τίτλος Credit risk modeling
Δημιουργός Palias, Efstratios
Συντελεστής Athens University of Economics and Business, Department of Statistics
Yannacopoulos, Athanasios
Τύπος Text
Φυσική περιγραφή 74 σ.
Γλώσσα en
Περίληψη In this thesis we conduct a study on the credit risk and attempt to build models to estimate the default probability of a bond as well as compute credit derivatives for the aforementioned risk.To obtain the data we used the simulation method with the help of the R program.
Λέξη κλειδί Credit risk
Credit derivatives
Levy processes
Ημερομηνία έκδοσης 23-01-2017
Άδεια χρήσης https://creativecommons.org/licenses/by/4.0/