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Contribution Details

Type	Bachelor's Thesis
Scope	Discipline-based scholarship
Title	VaR and AVaR Based Capital Requirements with Defaultable Securities
Organization Unit	Quantitative Finance (Erich Walter Farkas)
Authors	Maurice Weber
Supervisors	Erich Walter Farkas Cosimo Munari
Language	English
Institution	ETH Zürich
Faculty	Naturwissenschaften und Mathematik
Date	2015
Export	BibTeX