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2010
2020
Master [120] en sciences actuarielles
Vrins, Frédéric
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Master [120] en sciences actuarielles
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CVA VaR: Analytical approximation vs Basel standard formulae
By :
Brou, Bertrand
[UCL]
Directed by :
Vrins, Frédéric
[UCL]
(2020)
Faculté des sciences
