학위논문(석사) - 한국과학기술원 : 금융공학전공, 2000.2, [ vii, 59 p. ]
몬테카를로시뮬레이션; 역사적시뮬레이션; 델타노말분석법; 시장위험; VAR; 위험관리; 주식포트폴리오; Stock portfolio; Monte Carlo simulation; Historical simulation; Delta normal method; Market risk; Value at risk; Risk management
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