Credit risk modeling

dc.contributor.degreegrantinginstitution	Athens University of Economics and Business, Department of Statistics	el
dc.contributor.thesisadvisor	Yannacopoulos, Athanasios	el
dc.creator	Palias, Efstratios	el
dc.date.accessioned	2017-01-23	*
dc.date.available	2025-03-26T19:45:07Z
dc.date.issued	2017-01-23	*
dc.date.issuedoriginal	23-01-2017	*
dc.description.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.	el
dc.format.extent	74 σ.
dc.identifier.uri	https://pyxida.aueb.gr/handle/123456789/7485
dc.identifier.uri	https://doi.org/10.26219/heal.aueb.6265
dc.language	en
dc.rights	CC BY: Attribution alone 4.0
dc.rights.uri	https://creativecommons.org/licenses/by/4.0/
dc.subject	Credit risk	el
dc.subject	Credit derivatives	el
dc.subject	Levy processes	el
dc.title	Credit risk modeling	el
dc.type	Text

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