학위논문(박사) - 한국과학기술원 : 경영공학전공, 2008.8, [ xi,125p ]
CreditRisk+; Value-at-Risk; Monte Carlo simulation; time varying volatility; Value-at-Risk; CreditRisk+; 몬테카를로 시뮬레이션; 변동성 시계열; GARCH; GARCH
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