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Program Type: 
Thesis
Non Thesis
Course Code: 
FE 627
P: 
3
Lab: 
0
Credits: 
3
ECTS: 
10
Course Language: 
English
Courses given by: 
Course Content: 

Risk measure, value-at-risk (VAR), contingent value-at-risk, tail value-at-risk, Shui-Gerber risk, loss theory, hasr function, extreme theory of value, credit risk models

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