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Expected shortfall and value-at-risk under a model with market risk and credit risk

Thesis (M. Phil.)--University of Hong Kong, 2006. / Title proper from title frame. Also available in printed format.

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/184309954
Date January 2006
CreatorsSiu, Kin-bong, Bonny.
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceClick to view the E-thesis via HKUTO

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