Hedging Correlation An Empirical Study of Equity Derivative Correlation Risk
Author(s)
Yogamoorthy, Logan
Type
Dissertation
Version
Imperial Users only
Date Issued
2009-09
Date Awarded
2009-11
Format Extent
505888 bytes
Creator
Yogamoorthy, Logan
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Risk Management & Financial Engineering