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Modelling credit spreads in large bond portfolios with a dynamic factor model : master's thesis
ID Puglisi, Giulio Carmelo (Author), ID Masten, Igor (Mentor) More about this mentor... This link opens in a new window

URLURL - Presentation file, Visit http://www.cek.ef.uni-lj.si/magister/puglisi1245-B.pdf This link opens in a new window

Language:English
Keywords:capital market, bonds, portfolio, theory, risk, models, data
Work type:Master's thesis/paper
Typology:2.09 - Master's Thesis
Organization:EF - School of Economics and Business
Place of publishing:Ljubljana
Publisher:[G.C. Puglisi]
Year:2013
Number of pages:II, 54 str.
PID:20.500.12556/RUL-28604 This link opens in a new window
UDC:336.76
COBISS.SI-ID:21943014 This link opens in a new window
Publication date in RUL:11.07.2014
Views:1728
Downloads:357
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Language:Unknown
Keywords:capital market, bonds, portfolio, theory, risk, models, data

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