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Credit Risk Modelling with Mean Reverting Leverage Ratios and Time-Varying Volatilities
Author(s)
Abduraimova, Kumushoy
Type
Dissertation
Version
Imperial Users only
Date Issued
2013
Date Awarded
2013
URI
Format Extent
1289773 bytes
Creator
Abduraimova, Kumushoy
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Risk Management & Financial Engineering