VaR 측정 방법의 비교 분석 = Comparative analysis of VaR estimation methodologies

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Advisors
안창모Ahn, Chang-Mo
Description
한국과학기술원 : 금융공학전공,
Publisher
한국과학기술원
Issue Date
2000
Identifier
158473/325007 / 000983732
Language
kor
Description

학위논문(석사) - 한국과학기술원 : 금융공학전공, 2000.2, [ v, 62 p. ]

Keywords

엑셀; 메이프; 시뮤레이션; 큐피엑; 바; VaR; Value at risk; MAPE; Kupiec; Excel; Simulation

URI
http://hdl.handle.net/10203/52078
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=158473&flag=dissertation
Appears in Collection
KGSF-Theses_Master(석사논문)
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