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Unified Value at Risk Modelling Incorporating Stress Tests into traditional Value at Risk models to present a more coherent risk framework
Author(s)
Cheema, Hammad Ahmed
Type
Thesis or dissertation
Version
Imperial Users only
Date Issued
2009-09
Date Awarded
2009-11
URI
Format Extent
1709033 bytes
Creator
Cheema, Hammad Ahmed
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Risk Management & Financial Engineering