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| Collections : |  |
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| Title : | Credit risk modeling |
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| Creator : | Palias, Efstratios |
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| Contributor : | Yannacopoulos, Athanasios (Επιβλέπων καθηγητής) Athens University of Economics and Business, Department of Statistics (Degree granting institution) |
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| Type : | Text |
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| Extent : | 74 σ. |
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| Language : | en |
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| Abstract : | 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. |
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| Subject : | Credit risk Credit derivatives Levy processes |
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| Date Issued : | 23-01-2017 |
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| Licence : |  |
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