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(A)Study on Monte Carlo method for estimating operational risk
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- Authors
- Advisor
- 박병욱
- Issue Date
- 2008
- Publisher
- 서울대학교 대학원
- Keywords
- 운영리스크 ; Operational risk ; Value-at-Risk ; Value-at-Risk ; 분위수 근사 ; Quantile approximation
- Description
- Thesis(masters) --서울대학교 대학원 :통계학과,2008.2
- Language
- Korean
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000040838
https://hdl.handle.net/10371/20739
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