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.


L’analisi delle componenti principali. PCA: un’applicazione ai tassi d’interesse. Calcolo del VaR attraverso la PCA: un’applicazione ai tassi swap.


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


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