VaR 측정의 방법론 비교 분석Comparative analysis of VaR estimation methodologies
- Advisors
- 김인준researcher; Kim, In-Joonresearcher
- Description
- 한국과학기술원 : 테크노경영대학원,
- Publisher
- 한국과학기술원
- Issue Date
- 1998
- Identifier
- 135223/325007 / 000963710
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 테크노경영대학원, 1998.2, [ [iv], 54 p. ]
- Keywords
역사적 시뮬레이션; 시장요인; 분산-공분산 방법; Variance-covariance method; Historical simulation; VaR
- Appears in Collection
- KGSM-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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