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(A)Study on measuring risks using extreme value theory
극단값 이론을 이용한 리스크 측정 연구

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Authors
김주형
Advisor
김우철
Issue Date
2009
Publisher
서울대학교 대학원
Keywords
극단값 이론Extreme value TheoryTVaRTVaR
Description
Thesis(masters) --서울대학교 대학원 :통계학과, 2009.2.
Language
English
URI
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000036591

https://hdl.handle.net/10371/20754
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College of Natural Sciences (자연과학대학)Dept. of Statistics (통계학과)Theses (Master's Degree_통계학과)
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