Measuring, managing, and assessing risk = 리스크 측정, 관리 및 평가

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Advisors
Kang, Jang-Kooresearcher강장구
Description
한국과학기술원 : 경영공학전공,
Publisher
한국과학기술원
Issue Date
2008
Identifier
490123/325007  / 020035892
Language
eng
Description

학위논문(박사) - 한국과학기술원 : 경영공학전공, 2008.8, [ xi,125p ]

Keywords

CreditRisk+; Value-at-Risk; Monte Carlo simulation; time varying volatility; Value-at-Risk; CreditRisk+; 몬테카를로 시뮬레이션; 변동성 시계열; GARCH; GARCH

URI
http://hdl.handle.net/10203/181515
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=490123&flag=dissertation
Appears in Collection
KGSM-Theses_Ph.D.(박사논문)
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