Value-at-risk 측정방법의 비교연구Comparative analysis of value-at-risk methodologies
- Advisors
- 김동석researcher; Kim, Tong-Sukresearcher
- Description
- 한국과학기술원 : 테크노경영대학원,
- Publisher
- 한국과학기술원
- Issue Date
- 1998
- Identifier
- 135204/325007 / 000963682
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 테크노경영대학원, 1998.2, [ iv, 57 p. ]
- Keywords
분산-공분산 방법; 역사적 시뮬레이션 방법; 자산부채관리; 주식; 시간가중평균법; Exponential smoothing; Variance-covariance method; Historical simulation; ALM; Value-at-Risk
- Appears in Collection
- KGSM-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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