은행감독 측면에서 본 금융기관의 시장위험 측정모형에 대한 평가 및 한계Regulatory evaluation on banks' model for market risk measurement
- Advisors
- 이규성; Lee, Kyu-Sung
- Description
- 한국과학기술원 : 테크노경영대학원,
- Publisher
- 한국과학기술원
- Issue Date
- 1998
- Identifier
- 135215/325007 / 000963699
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 테크노경영대학원, 1998.2, [ iv, 51 p. ]
- Keywords
모형평가; VAR; 델타 분석법; Delta normal method; Model evaluation; VAR
- Appears in Collection
- KGSM-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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