과열시기의 VaR 모델을 보완하는 스트레스 테스팅 기법에 관한 실증연구An empirical study on a stress testing method for VaR model in hectic days
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 김인준 | - |
| dc.contributor.advisor | 안창무 | - |
| dc.contributor.advisor | 이인무 | - |
| dc.contributor.advisor | Kim, In-Joon | - |
| dc.contributor.advisor | Ahn, Chang-Mo | - |
| dc.contributor.advisor | Lee, In-Moo | - |
| dc.contributor.author | 차봉수 | - |
| dc.contributor.author | Cha, Bong-Soo | - |
| dc.date.accessioned | 2011-12-26T08:36:40Z | - |
| dc.date.available | 2011-12-26T08:36:40Z | - |
| dc.date.issued | 2001 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=166513&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/52089 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 금융공학전공, 2001.2, [ v, 46 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | 스트레스 테스팅 측정기법 | - |
| dc.subject | Stress Testing Method | - |
| dc.subject | Broken Arrow Method | - |
| dc.subject | Zeroed-Out Method | - |
| dc.subject | 스트레스 테스팅 | - |
| dc.title | 과열시기의 VaR 모델을 보완하는 스트레스 테스팅 기법에 관한 실증연구 | - |
| dc.title.alternative | An empirical study on a stress testing method for VaR model in hectic days | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 166513/325007 | - |
| dc.description.department | 한국과학기술원 : 금융공학전공, | - |
| dc.identifier.uid | 000993749 | - |
| dc.contributor.localauthor | 김인준 | - |
| dc.contributor.localauthor | 안창무 | - |
| dc.contributor.localauthor | 이인무 | - |
| dc.contributor.localauthor | Kim, In-Joon | - |
| dc.contributor.localauthor | Ahn, Chang-Mo | - |
| dc.contributor.localauthor | Lee, In-Moo | - |
- Appears in Collection
- KGSF-Theses_Master(석사논문)
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