Daniele Regoli

Scuola Normale Superiore

Piazza dei Cavalieri, 7

Pisa, 56126

Italy

  • Scuola Normale Superiore

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Bond-CDS Implied Rating Systems

Number of pages: 34 Posted: 25 Nov 2014 Last Revised: 24 Mar 2020
Tommaso Colozza, Stefano Marmi, Aldo Nassigh and Daniele Regoli
Scuola Normale Superiore, Scuola Normale Superiore, UniCredit Group and Scuola Normale Superiore
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Abstract:

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credit ratings, market implied ratings, support vector machine, machine learning, credit default swaps, default risk