Metodologie di gestione del rischio di mercato

Fava, Pierluigi (A.A. 2011/2012) Metodologie di gestione del rischio di mercato. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Domenico Curcio, pp. 138. [Master's Degree Thesis]

Full text for this thesis not available from the repository.


VaR, expected shortfall, extreme value theory. Elementi di econometria. Stress test. Analisi quantitativa di un caso pratico.


Bibliografia: pp. 135-138.

Thesis Type: Master's Degree Thesis
Institution: LUISS Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56)
Chair: Risk management
Thesis Supervisor: Curcio, Domenico
Thesis Co-Supervisor: Boido, Claudio
Academic Year: 2011/2012
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 24 Aug 2012 11:09
Last Modified: 19 May 2015 23:12


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