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.
Abstract/Index
VaR, expected shortfall, extreme value theory. Elementi di econometria. Stress test. Analisi quantitativa di un caso pratico.
References
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 |
| URI: | https://tesi.luiss.it/id/eprint/8061 |
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