Extreme value theory and risk management in financial markets
| buir.advisor | Selçuk, Faruk | |
| dc.contributor.author | Ulugülyağcı, Abdurrahman | |
| dc.date.accessioned | 2016-01-08T18:05:49Z | |
| dc.date.available | 2016-01-08T18:05:49Z | |
| dc.date.issued | 2001 | |
| dc.description | Ankara : The Department of Economics, Bilkent University, 2001. | en_US |
| dc.description | Thesis (Master's) -- Bilkent University, 2001. | en_US |
| dc.description | Includes bibliographical references leaves 82-86. | en_US |
| dc.description.provenance | Made available in DSpace on 2016-01-08T18:05:49Z (GMT). No. of bitstreams: 1 0001811.pdf: 5380826 bytes, checksum: 30cdee8789f1670273e675b30917f91e (MD5) | en |
| dc.description.statementofresponsibility | Ulugülyağcı, Abdurrahman | en_US |
| dc.format.extent | iv, 86 leaves, graphics and tables | en_US |
| dc.identifier.itemid | BILKUTUPB059884 | |
| dc.identifier.uri | http://hdl.handle.net/11693/14719 | |
| dc.language.iso | English | en_US |
| dc.rights | info:eu-repo/semantics/openAccess | en_US |
| dc.subject.lcc | HB201 .U48 2001 | en_US |
| dc.subject.lcsh | Extreme value theory. | en_US |
| dc.subject.lcsh | Risk management--Mathematical models. | en_US |
| dc.subject.lcsh | Value at risk. | en_US |
| dc.subject.lcsh | Portfolio management. | en_US |
| dc.subject.lcsh | Capital market. | en_US |
| dc.title | Extreme value theory and risk management in financial markets | en_US |
| dc.type | Thesis | en_US |
| thesis.degree.discipline | Economics | |
| thesis.degree.grantor | Bilkent University | |
| thesis.degree.level | Master's | |
| thesis.degree.name | MA (Master of Arts) |
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