Value-at-risk 측정방법의 비교연구Comparative analysis of value-at-risk methodologies
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 김동석 | - |
| dc.contributor.advisor | Kim, Tong-Suk | - |
| dc.contributor.author | 김경호 | - |
| dc.contributor.author | Kim, Kyung-Ho | - |
| dc.date.accessioned | 2011-12-27T04:43:37Z | - |
| dc.date.available | 2011-12-27T04:43:37Z | - |
| dc.date.issued | 1998 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=135204&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/53969 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 테크노경영대학원, 1998.2, [ iv, 57 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | 분산-공분산 방법 | - |
| dc.subject | 역사적 시뮬레이션 방법 | - |
| dc.subject | 자산부채관리 | - |
| dc.subject | 주식 | - |
| dc.subject | 시간가중평균법 | - |
| dc.subject | Exponential smoothing | - |
| dc.subject | Variance-covariance method | - |
| dc.subject | Historical simulation | - |
| dc.subject | ALM | - |
| dc.subject | Value-at-Risk | - |
| dc.title | Value-at-risk 측정방법의 비교연구 | - |
| dc.title.alternative | Comparative analysis of value-at-risk methodologies | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 135204/325007 | - |
| dc.description.department | 한국과학기술원 : 테크노경영대학원, | - |
| dc.identifier.uid | 000963682 | - |
| dc.contributor.localauthor | 김동석 | - |
| dc.contributor.localauthor | Kim, Tong-Suk | - |
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