파생금융상품 거래와 관련한 최대 예상손실금액 보고제도의 도입에 대한 연구A study on the introduction of VAR reporting system concerned with derivatives

Cited 0 time in webofscience Cited 0 time in scopus
  • Hit : 914
  • Download : 0
Advisors
김동석researcherKim, Tong-Sukresearcher
Description
한국과학기술원 : 테크노경영대학원,
Publisher
한국과학기술원
Issue Date
1998
Identifier
135222/325007 / 000963708
Language
kor
Description

학위논문(석사) - 한국과학기술원 : 테크노경영대학원, 1998.2, [ iv, 54 p. ]

Keywords

최대 예상손실금액; 역사적 시뮬레이션 모델; Variance-covariance model; VAR

URI
http://hdl.handle.net/10203/53984
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=135222&flag=dissertation
Appears in Collection
KGSM-Theses_Master(석사논문)
Files in This Item
There are no files associated with this item.

qr_code

  • mendeley

    citeulike


rss_1.0 rss_2.0 atom_1.0