The Multiclass Pairs Trading Model Using Mean Reversion and Coefficient of Variance
Author(s)
Sirisaengtaksin, Prajya
Type
Dissertation
Version
Imperial Users only
Date Issued
2013
Date Awarded
2013
Format Extent
1803219 bytes
Creator
Sirisaengtaksin, Prajya
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Finance