주식포트폴리오를 이용한 VaR 측정모형의 비교연구A study on the differences in VaR measurement models applied to stock portpolio
- Advisors
- 안창모; Ahn, Chang-Mo
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2000
- Identifier
- 158472/325007 / 000983730
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2000.2, [ vii, 59 p. ]
- Keywords
몬테카를로시뮬레이션; 역사적시뮬레이션; 델타노말분석법; 시장위험; VAR; 위험관리; 주식포트폴리오; Stock portfolio; Monte Carlo simulation; Historical simulation; Delta normal method; Market risk; Value at risk; Risk management
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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