역사적 자료를 이용한 VaR측정방법의 평가Evaluation of value-at-risk models using historical data
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 김동석 | - |
| dc.contributor.advisor | Kim, Tong-Suk | - |
| dc.contributor.author | 문지욱 | - |
| dc.contributor.author | Moon, Jee-Uk | - |
| dc.date.accessioned | 2011-12-26T08:36:14Z | - |
| dc.date.available | 2011-12-26T08:36:14Z | - |
| dc.date.issued | 2000 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=158459&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/52064 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 금융공학전공, 2000.2, [ 53 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | 역사적 시뮬레이션 | - |
| dc.subject | 델타-노말 방법 | - |
| dc.subject | 역사적 자료 | - |
| dc.subject | 위험 | - |
| dc.subject | EVA | - |
| dc.subject | Historical simulation | - |
| dc.subject | Delta-normal method | - |
| dc.subject | Historical data | - |
| dc.subject | Value-at-risk | - |
| dc.title | 역사적 자료를 이용한 VaR측정방법의 평가 | - |
| dc.title.alternative | Evaluation of value-at-risk models using historical data | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 158459/325007 | - |
| dc.description.department | 한국과학기술원 : 금융공학전공, | - |
| dc.identifier.uid | 000983676 | - |
| dc.contributor.localauthor | 김동석 | - |
| dc.contributor.localauthor | Kim, Tong-Suk | - |
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