역사적 자료를 이용한 VaR측정방법의 평가Evaluation of value-at-risk models using historical data
- Advisors
- 김동석researcher; Kim, Tong-Sukresearcher
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2000
- Identifier
- 158459/325007 / 000983676
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2000.2, [ 53 p. ]
- Keywords
역사적 시뮬레이션; 델타-노말 방법; 역사적 자료; 위험; EVA; Historical simulation; Delta-normal method; Historical data; Value-at-risk
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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