Modeling operational risk

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.


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


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


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