Analisi delle componenti principali dei tassi d'interesse
Scala, Federica (A.A. 2011/2012) Analisi delle componenti principali dei tassi d'interesse. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Emilio Barone, pp. 93. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
L’analisi delle componenti principali. PCA: un’applicazione ai tassi d’interesse. Calcolo del VaR attraverso la PCA: un’applicazione ai tassi swap.
References
Bibliografia: p. 93.
| 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: | Barone, Emilio |
| Thesis Co-Supervisor: | Borri, Nicola |
| Academic Year: | 2011/2012 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 22 Aug 2012 11:39 |
| Last Modified: | 19 May 2015 23:12 |
| URI: | https://tesi.luiss.it/id/eprint/8051 |
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