Measuring, managing, and assessing risk리스크 측정, 관리 및 평가
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | Kang, Jang-Koo | - |
| dc.contributor.advisor | 강장구 | - |
| dc.contributor.author | Han, Chul-Woo | - |
| dc.contributor.author | 한철우 | - |
| dc.date.accessioned | 2013-09-12T02:30:54Z | - |
| dc.date.available | 2013-09-12T02:30:54Z | - |
| dc.date.issued | 2008 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=490123&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/181515 | - |
| dc.description | 학위논문(박사) - 한국과학기술원 : 경영공학전공, 2008.8, [ xi,125p ] | - |
| dc.language | eng | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | CreditRisk+ | - |
| dc.subject | Value-at-Risk | - |
| dc.subject | Monte Carlo simulation | - |
| dc.subject | time varying volatility | - |
| dc.subject | Value-at-Risk | - |
| dc.subject | CreditRisk+ | - |
| dc.subject | 몬테카를로 시뮬레이션 | - |
| dc.subject | 변동성 시계열 | - |
| dc.subject | GARCH | - |
| dc.subject | GARCH | - |
| dc.title | Measuring, managing, and assessing risk | - |
| dc.title.alternative | 리스크 측정, 관리 및 평가 | - |
| dc.type | Thesis(Ph.D) | - |
| dc.identifier.CNRN | 490123/325007 | - |
| dc.description.department | 한국과학기술원 : 경영공학전공, | - |
| dc.identifier.uid | 020035892 | - |
| dc.contributor.localauthor | Kang, Jang-Koo | - |
| dc.contributor.localauthor | 강장구 | - |
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- KGSM-Theses_Ph.D.(박사논문)
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