Application of extreme value theory and coherent risk measures to the market risk of South African hedge funds

Abstract :

 

Details

Author Mancuveni CT
URL http://hdl.handle.net/20.500.11892/51344
Date Accessioned 2016-09-22T09:15:47Z
Date Available 2016-09-22T09:15:47Z
Date Created 2009
Identifier URL 2010
Language English
Subject Mathematics, mathematical statistics and statistics
Subject 2 Mathematics, mathematical statistics and statistics
Alternative Title
Degree Type Masters
Degree Description  MSc (Mathematics of Finance)