Value at Risk: Evaluation of VaR Methodologies Using 12 years of UK daily Exchange Rates as Historical Data
Author(s)
Nauman, Ali
Type
Dissertation
Version
Imperial Users only
Date Issued
2007
Date Awarded
2007
Format Extent
507257 bytes
Creator
Nauman, Ali
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Risk Management & Financial Engineering
