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Principal Component Analysis and Portfolio Immunization an Application to Portfolios of Assets and Liabilities in Various Currencies
Author(s)
Serrajotto, Simone
Type
Dissertation
Version
Imperial Users only
Date Issued
2009-09
Date Awarded
2009-11
URI
Format Extent
725261 bytes
Creator
Serrajotto, Simone
Description Note
Distinction
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Risk Management & Financial Engineering