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Contribution Details

Type Master's Thesis
Scope Discipline-based scholarship
Title Measuring Credit Risk using Quantile Risk Measures
Organization Unit
Authors
  • Haoran Zhu
Supervisors
  • Erich Walter Farkas
  • Patrick Matei Lucescu
Language
  • English
Institution University of Zurich
Faculty Faculty of Business, Economics and Informatics
Number of Pages 39
Date 2023
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