CreditMetrics를 이용한 포트폴리오 신용위험의 측정Implementation of CreditMetrics for portfolio credit risk measurement

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Advisors
김인준researcherKim, In-Joonresearcher
Description
한국과학기술원 : 금융공학전공,
Publisher
한국과학기술원
Issue Date
2000
Identifier
158461/325007 / 000983684
Language
kor
Description

학위논문(석사) - 한국과학기술원 : 금융공학전공, 2000.2, [ 1책(면수복잡) ]

Keywords

위험관리; 크레딧메트릭스; 신용위험; 포트폴리오 위험; Portfolio risk; Risk management; CreditMetrics; Credit risk

URI
http://hdl.handle.net/10203/52066
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=158461&flag=dissertation
Appears in Collection
KGSF-Theses_Master(석사논문)
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