Gamma-adjusted VaR에 대한 연구 : KOSPI200 call 옵션과 3년 만기 회사채를 중심으로A study on the gamma-adjusted VaR concerned with KOSPI200 call option & 3 year corporate bond
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 김동석 | - |
| dc.contributor.advisor | Kim, Tong-Suk | - |
| dc.contributor.author | 김태구 | - |
| dc.contributor.author | Kim, Tae-Koo | - |
| dc.date.accessioned | 2011-12-27T04:49:25Z | - |
| dc.date.available | 2011-12-27T04:49:25Z | - |
| dc.date.issued | 1999 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=151298&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/54192 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 테크노경영대학원, 1999.2, [ iii, 46 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | Gamma-adjusted delta | - |
| dc.subject | Percentile-adjusted delta gamma | - |
| dc.subject | Monte Carlo delta gamma | - |
| dc.subject | Bootsrap delta gamma | - |
| dc.title | Gamma-adjusted VaR에 대한 연구 | - |
| dc.title.alternative | A study on the gamma-adjusted VaR concerned with KOSPI200 call option & 3 year corporate bond | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 151298/325007 | - |
| dc.description.department | 한국과학기술원 : 테크노경영대학원, | - |
| dc.identifier.uid | 000973180 | - |
| dc.contributor.localauthor | 김동석 | - |
| dc.contributor.localauthor | Kim, Tong-Suk | - |
| dc.title.subtitle | KOSPI200 call 옵션과 3년 만기 회사채를 중심으로 | - |
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