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(A)Study on measuring risks using extreme value theory : 극단값 이론을 이용한 리스크 측정 연구
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 김우철 | - |
| dc.contributor.author | 김주형 | - |
| dc.date.accessioned | 2009-12-15T02:20:36Z | - |
| dc.date.available | 2009-12-15T02:20:36Z | - |
| dc.date.copyright | 2009. | - |
| dc.date.issued | 2009 | - |
| dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000036591 | eng |
| dc.identifier.uri | https://hdl.handle.net/10371/20754 | - |
| dc.description | Thesis(masters) --서울대학교 대학원 :통계학과, 2009.2. | en |
| dc.format.extent | ii, 25 leaves | en |
| dc.language.iso | en | - |
| dc.publisher | 서울대학교 대학원 | en |
| dc.subject | 극단값 이론 | en |
| dc.subject | Extreme value Theory | en |
| dc.subject | TVaR | en |
| dc.subject | TVaR | en |
| dc.title | (A)Study on measuring risks using extreme value theory | en |
| dc.title.alternative | 극단값 이론을 이용한 리스크 측정 연구 | en |
| dc.type | Thesis | - |
| dc.contributor.department | 통계학과 | - |
| dc.description.degree | Master | en |
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