2025-03-262025-03-2623-01-2017https://pyxida.aueb.gr/handle/123456789/7485In 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.74 σ.CC BY: Attribution alone 4.0https://creativecommons.org/licenses/by/4.0/Credit riskCredit derivativesLevy processesText