Incorporating conditional variance methods into internal models used to calculate regulatory capital requirements for market risk under Basel regulations

  • Martín Carlos Lozano Banda (Supervisor)
  • Thomas Zellerer

    Student thesis: Master's Thesis

    Date of Award1 Jan 2016
    Original languageEnglish
    Awarding Institution
    • SOAS University of London
    SupervisorMartín Carlos Lozano Banda (Supervisor)

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