Tommaso Colozza

Scuola Normale Superiore

Piazza dei Cavalieri, 7

Pisa, 56126

Italy

SCHOLARLY PAPERS

1

DOWNLOADS

422

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

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 Intesa Sanpaolo SpA
Downloads 422 (135,057)

Abstract:

Loading...

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