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Title: An Analysis of Expected Shortfall as a Method of Measuring Risk in Credit Portfolios
Authors: Maquilan, Melissa A.
Advisors: Cheridito, Patrick
Department: Operations Research and Financial Engineering
Class Year: 2004
Extent: 83 Pages
Format: Contains color or special media
Other Identifiers: 17216
Location : This thesis can be viewed in person at the Mudd Manuscript Library. To order a copy complete the Senior Thesis Request Form. For more information contact
Type of Material: Princeton University Senior Theses
Appears in Collections:Operations Research and Financial Engineering, 2000-2016

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