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| dc.contributor.advisor | Berardi, Andrea | it_IT |
| dc.contributor.author | Cadò, Ruben <1995> | it_IT |
| dc.date.accessioned | 2020-07-14 | it_IT |
| dc.date.accessioned | 2020-09-24T12:02:04Z | |
| dc.date.available | 2020-09-24T12:02:04Z | |
| dc.date.issued | 2020-07-29 | it_IT |
| dc.identifier.uri | http://hdl.handle.net/10579/17589 | |
| dc.description.abstract | We introduce the concepts of credit risk in securitization framework. We study CDO products and their different structures and features. We analyse different pricing models used to determine the true riskiness of such products after we explain their dynamics and characteristics. We end up adopting and applying one of these models on real data to check whether the model reflect the true market value. | it_IT |
| dc.language.iso | en | it_IT |
| dc.publisher | Università Ca' Foscari Venezia | it_IT |
| dc.rights | © Ruben Cadò, 2020 | it_IT |
| dc.title | Analysis of CDO pricing models | it_IT |
| dc.title.alternative | Pricing models and empirical evidence for a CDO-type instrument: the Collateralized Loan Obligation | it_IT |
| dc.type | Master's Degree Thesis | it_IT |
| dc.degree.name | Economia e finanza | it_IT |
| dc.degree.level | Laurea magistrale | it_IT |
| dc.degree.grantor | Dipartimento di Economia | it_IT |
| dc.description.academicyear | 2019/2020 - Sessione Estiva | it_IT |
| dc.rights.accessrights | openAccess | it_IT |
| dc.thesis.matricno | 873720 | it_IT |
| dc.subject.miur | SECS-P/11 ECONOMIA DEGLI INTERMEDIARI FINANZIARI | it_IT |
| dc.description.note | it_IT | |
| dc.degree.discipline | it_IT | |
| dc.contributor.co-advisor | it_IT | |
| dc.date.embargoend | it_IT | |
| dc.provenance.upload | Ruben Cadò (873720@stud.unive.it), 2020-07-14 | it_IT |
| dc.provenance.plagiarycheck | Andrea Berardi (andrea.berardi@unive.it), 2020-07-27 | it_IT |
