Basis Risk Measurement in Standardised Longevity Swaps
Author(s)
Arthur, Sarah (Linda)
Type
Dissertation
Version
Imperial Users only
Date Issued
2012
Date Awarded
2012
Format Extent
1027009 bytes
Creator
Arthur, Sarah (Linda)
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Actuarial Finance
