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Vrins, Frédéric
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Item date
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2019
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Louvain School of Management
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Degree
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Master [120] en ingénieur de gestion
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Accès libre
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Analysis of current risk measures and study of model sophistication, via Copulas and Extreme Value Theory, in the estimation of risk within the regulatory framework
By :
Bodart, Antoine
[UCL]
Kinart, Adrien
[UCL]
Directed by :
Vrins, Frédéric
[UCL]
(2019)
Louvain School of Management
