Incorporating conditional variance methods into internal models used to calculate regulatory capital requirements for market risk under Basel regulations
- SOAS University of London
Student Thesis:
Student thesis
Master's Thesis
Thesis Information
Thesis Award Date
01/01/2016Qualification Level
Master's ThesisOriginal Language
EnglishSupervisors
Martín Carlos Lozano Banda (Supervisor)
Awarding Institution
- SOAS University of London