Items where Author is "Ghelfi, Valerio"
 | Up a level |
Number of items: 1.
Ghelfi, Valerio (A.A. 2025/2026) Conditional extreme value theory for value at risk and expected shortfall: a comparative backtesting study across financial crises. Tesi di Laurea in Mathematical finance, Luiss Guido Carli, relatore Sara Biagini, pp. 92. [Bachelor's Degree Thesis]
