Investigating the market liquidity risk of the financial crisis using Liquidity adjusted Value at Risk
Author(s)
Zertali, Christiana
Type
Dissertation
Version
Imperial Users only
Date Issued
2009-09
Date Awarded
2009-11
Format Extent
681877 bytes
Creator
Zertali, Christiana
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Risk Management & Financial Engineering