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Quantile hedging interest rate derivatives using the Libor market model
File(s)
Author(s)
Edwards , Paul
Type
Thesis
Version
Open Access
Date Issued
2005
Date Awarded
2005
URI
Format Extent
5533731 bytes
Copyright Statement
Attribution NoDerivatives 4.0 International Licence (CC BY-ND)
License URL
Creator
Edwards , Paul
Publisher Institution
Imperial College London
Qualification Level
Doctoral
Qualification Name
Doctor of Philosophy (PhD)