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Extreme value theory approach in risk management
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 최형인 | - |
| dc.contributor.author | 이승진 | - |
| dc.date.accessioned | 2009-12-11T08:52:20Z | - |
| dc.date.available | 2009-12-11T08:52:20Z | - |
| dc.date.copyright | 2003. | - |
| dc.date.issued | 2003 | - |
| dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000059623 | eng |
| dc.identifier.uri | https://hdl.handle.net/10371/20248 | - |
| dc.description | Thesis (master`s)--서울대학교 대학원 :수리과학부,2003. | en |
| dc.format.extent | 16 leaves | en |
| dc.language.iso | en | - |
| dc.publisher | 서울대학교 대학원 | en |
| dc.subject | 극한값 이론 | en |
| dc.subject | Extreme value theory | en |
| dc.subject | VAR | en |
| dc.subject | Var | en |
| dc.subject | Generalized Extreme Value Distribution | en |
| dc.subject | Generalized extreme value distribution | en |
| dc.subject | Generalized Pareto Distribution | en |
| dc.subject | Generalized paretodistribution | en |
| dc.title | Extreme value theory approach in risk management | en |
| dc.type | Thesis | - |
| dc.contributor.department | 수리과학부 | - |
| dc.description.degree | Master | en |
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