credit risk topics

fashionmarina · June 13th, 2007, 8:41 am

hi all,is more interesting a thesis topic about pricing credit derivatives (ie multivariates levy models) or a economics work about credit derivatives role in asset allocation?can a mix of the two a good idea? interaction cds indexes and local stock markets / pricing of a credit-cppi...

PussInBoots · June 13th, 2007, 3:37 pm

An interesting topic is optimal investment under credit risk.