Use this URL to cite or link to this record in EThOS:
Title: Multivariate models of Fx and yield curve movements applied to value-at-risk
Author: Khabie-Zeitoune, David Michael Solomon.
ISNI:       0000 0001 3597 9499
Awarding Body: Imperial College London (University of London)
Current Institution: Imperial College London
Date of Award: 2001
Availability of Full Text:
Full text unavailable from EThOS.
Please contact the current institution’s library for further details.
No abstract available
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: Banking