This dissertation consists of three autonomous essays, discussing the following topics: 1. the pricing of defaultable bonds, loans and plain vanilla credit derivatives, 2. the use of risk-adjusted performance measurement, for optimal portfolio management in the banking, asset management and insurance industries 3. return on economic capital as a measure of value created by the holding of bank assets and the operation of bank business units.
| Identifer | oai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:418938 |
| Date | January 2005 |
| Creators | Onorato, Mario |
| Publisher | City University London |
| Source Sets | Ethos UK |
| Detected Language | English |
| Type | Electronic Thesis or Dissertation |
| Source | http://openaccess.city.ac.uk/8452/ |
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