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Value at Risk and Other Risk measure
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 김도한 | - |
| dc.contributor.author | 백승택 | - |
| dc.date.accessioned | 2017-07-19T08:58:01Z | - |
| dc.date.available | 2017-07-19T08:58:01Z | - |
| dc.date.issued | 2012-08 | - |
| dc.identifier.other | 000000004578 | - |
| dc.identifier.uri | https://hdl.handle.net/10371/131456 | - |
| dc.description | 학위논문 (석사)-- 서울대학교 대학원 : 수리과학부, 2012. 8. 김도한. | - |
| dc.description.abstract | This paper is survey on Risk measure. In this paper we study Value at Risk and Conditional Value at Risk. | - |
| dc.description.tableofcontents | 1. Introduction
2. What is the VaR 3. Portfolio VaR 4. VaR Approach 5. Problem of VaR 6. Risk measure 7. Conditional Value at Risk 8. Conclusion | - |
| dc.format | application/pdf | - |
| dc.format.extent | 963199 bytes | - |
| dc.format.medium | application/pdf | - |
| dc.language.iso | en | - |
| dc.publisher | 서울대학교 대학원 | - |
| dc.subject | Value at Risk | - |
| dc.subject | Risk measure | - |
| dc.subject | Condtional Value at Risk | - |
| dc.title | Value at Risk and Other Risk measure | - |
| dc.type | Thesis | - |
| dc.description.degree | Master | - |
| dc.citation.pages | 17 | - |
| dc.contributor.affiliation | 자연과학대학 수리과학부 | - |
| dc.date.awarded | 2012-08 | - |
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