VaR모형을 이용한 금융기관의 위험관리 방안 연구 = (A) study on the risk management of financial institutions using VaR(value-at-risk) model

Advisors
김인준researcherKim, In-Joonresearcher
Publisher
한국과학기술원
Issue Date
1999
Identifier
151311/325007 / 000973687
Language
kor
Description

학위논문(석사) - 한국과학기술원 : 테크노경영대학원, 1999.2, [ v, 47 p. ]

Keywords

시장위험; VaR모형; 위험관리; Risk management; Market risk; VaR model

URI
http://hdl.handle.net/10203/54205
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=151311&flag=t
Appears in Collection
KGSM-Theses_Master(석사논문)
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