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Statistical models for credit-VaR : Credit-VaR를 위한 통계적 모델
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- Authors
- Advisor
- 전종우
- Issue Date
- 2009
- Publisher
- 서울대학교 대학원
- Keywords
- Value at Risk ; Credit-VaR ; KMV model ; CreditMetrics
- Description
- Thesis(masters) --서울대학교 대학원 :통계학과, 2009.2.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000036600
https://hdl.handle.net/10371/20712
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