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

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dc.contributor.advisor김인준-
dc.contributor.advisorKim, In-Joon-
dc.contributor.author최석찬-
dc.contributor.authorChoi, Suk-Chan-
dc.date.accessioned2011-12-27T04:49:38Z-
dc.date.available2011-12-27T04:49:38Z-
dc.date.issued1999-
dc.identifier.urihttp://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=151311&flag=dissertation-
dc.identifier.urihttp://hdl.handle.net/10203/54205-
dc.description학위논문(석사) - 한국과학기술원 : 테크노경영대학원, 1999.2, [ v, 47 p. ]-
dc.languagekor-
dc.publisher한국과학기술원-
dc.subject시장위험-
dc.subjectVaR모형-
dc.subject위험관리-
dc.subjectRisk management-
dc.subjectMarket risk-
dc.subjectVaR model-
dc.titleVaR모형을 이용한 금융기관의 위험관리 방안 연구-
dc.title.alternative(A) study on the risk management of financial institutions using VaR(value-at-risk) model-
dc.typeThesis(Master)-
dc.identifier.CNRN151311/325007-
dc.description.department한국과학기술원 : 테크노경영대학원, -
dc.identifier.uid000973687-
dc.contributor.localauthor김인준-
dc.contributor.localauthorKim, In-Joon-
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KGSM-Theses_Master(석사논문)
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