Measuring, managing, and assessing risk리스크 측정, 관리 및 평가
- Advisors
- Kang, Jang-Kooresearcher; 강장구
- Description
- 한국과학기술원 : 경영공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2008
- Identifier
- 490123/325007 / 020035892
- Language
- eng
- Description
학위논문(박사) - 한국과학기술원 : 경영공학전공, 2008.8, [ xi,125p ]
- Keywords
CreditRisk+; Value-at-Risk; Monte Carlo simulation; time varying volatility; Value-at-Risk; CreditRisk+; 몬테카를로 시뮬레이션; 변동성 시계열; GARCH; GARCH
- Appears in Collection
- KGSM-Theses_Ph.D.(박사논문)
- Files in This Item
- There are no files associated with this item.
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