Libros de LIBROS DEL AUTOR: ugolini andrea

1 resultados

• 

  -5%

  MODELLING SYSTEMIC RISK IN FINANCIAL MARKETS

  UGOLINI, ANDREA

  CUADERNOS DE INVESTIGACIÓN UCEIF. NÚMERO 20/2016. This dissertation provides a study on systemic risk in financial markets; it is laid out as follows. Chapter 1 provides a survey of the quantitative measure of systemic risk in the economics and finance literature. In Chapter 2 examine, using conditional VaR (CoVaR), the systemic risk generated by major Spanish financial insti...

  Disponible

  13,00 €12,35 €

  Comprar