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Value at Risk and Other Risk measure
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- Authors
- Advisor
- 김도한
- Major
- 자연과학대학 수리과학부
- Issue Date
- 2012-08
- Publisher
- 서울대학교 대학원
- Keywords
- Value at Risk ; Risk measure ; Condtional Value at Risk
- Description
- 학위논문 (석사)-- 서울대학교 대학원 : 수리과학부, 2012. 8. 김도한.
- Abstract
- This paper is survey on Risk measure. In this paper we study Value at Risk and Conditional Value at Risk.
- Language
- English
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