Granillo, Pasquale (A.A. 2009/2010) Modeling operational risk. Tesi di Laurea in Metodi quantitativi per il management, LUISS Guido Carli, relatore Alessandra Carleo, pp. 169. [Master's Degree Thesis]

Full text for this thesis not available from the repository.

Abstract/Index

Enterprise risk management. Operational risk. Modeling operational risk. Value-at-risk. Extreme value theory. Risk management after the financial crisis.

References

Bibliografia e sitografia: pp. 162-169.

Thesis Type:	Master's Degree Thesis
Institution:	LUISS Guido Carli
Degree Program:	Master's Degree Programs > Master's Degree Program in Economics and Business Management (84/S)
Chair:	Metodi quantitativi per il management
Thesis Supervisor:	Carleo, Alessandra
Thesis Co-Supervisor:	Curcio, Domenico
Academic Year:	2009/2010
Session:	Autumn
Deposited by:	Maria Teresa Nisticò
Date Deposited:	17 Jun 2011 18:59
Last Modified:	20 Nov 2018 15:50
URI:	https://tesi.luiss.it/id/eprint/4968

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