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(A) Review on CreditRisk+ : CreditRisk+ 에 대한 고찰
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- Authors
- Advisor
- 이상열
- Issue Date
- 2010
- Publisher
- 서울대학교 대학원
- Keywords
- CreditRisk+ ; CreditRisk+ ; 신용위험도추정 ; credit risk models ; 포트폴리오 손실함수추정 ; portfolio loss distribution ; Fourier변환. ; fast fourier inversion technique ; FFT.
- Description
- Thesis(masters) --서울대학교 대학원 :통계학과,2010.2.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000033059
https://hdl.handle.net/10371/65321
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