A quantitative analysis on stress testing applied in CCPs: comparison between historical simulation and extreme value theory

Simple item page
dc.contributorFinansal Ekonomien
dc.contributor.advisorÖztürk, Serda Selin
dc.contributor.authorErtürk, Filiz
dc.date.accessioned2017-04-13T11:46:25Z
dc.date.available2017-04-13T11:46:25Z
dc.date.issued2017
dc.departmentEnstitüler, Lisansüstü Programlar Enstitüsü, Finansal Ekonomi Ana Bilim Dalıen_US
dc.description.abstract[Abstract Not Available]en_US
dc.identifier.endpage72en_US
dc.identifier.startpage1en_US
dc.identifier.urihttps://hdl.handle.net//11411/997
dc.identifier.urihttps://tez.yok.gov.tr/UlusalTezMerkezi/TezGoster?key=DPTyuy3wRPq_qvCPSqUB66OzAXSWDtSQFS7jiLL4XtQDvGLb0vD5flSWbp76pJeR
dc.identifier.yoktezid456719en_US
dc.language.isoenen_US
dc.publisherİstanbul Bilgi Üniversitesien_US
dc.relation.publicationcategoryTezen_US
dc.rightsinfo:eu-repo/semantics/openAccessen
dc.titleA quantitative analysis on stress testing applied in CCPs: comparison between historical simulation and extreme value theoryen_US
dc.title.alternativeMKT Kuruluşlarında uygulanan stres testleri üzerine sayısal bir çalışma: tarihsel simülasyon ve uç değer teorisi karşılaştırmasıen_US
dc.typeMaster Thesisen_US

Files

Original bundle

Now showing 1 - 1 of 1
Thumbnail Image
Name:
A quantitative analysis on stress testing applied in CCPs comparison between historical simulation and extreme value theory.pdf
Size:
2.31 MB
Format:
Adobe Portable Document Format
Download

License bundle

Now showing 1 - 1 of 1
Thumbnail Image
Name:
license.txt
Size:
1.71 KB
Format:
Item-specific license agreed upon to submission
Description:
Download

Collections

Graduate Programs Institute Thesis Collection