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손실분포 접근법에 따른 운영리스크관리와 Copula 함수의 활용

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Authors
이삼광
Advisor
안동현
Issue Date
2006
Publisher
서울대학교 대학원
Keywords
운영리스크Operational risk손실분포접근법LDACopula 함수Copula functionValue at RiskValue at Risk
Description
학위논문(석사) --서울대학교 대학원 :경제학부 경제학전공,2006.
Language
Korean
URI
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000046975

https://hdl.handle.net/10371/27102
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College of Social Sciences (사회과학대학)Dept. of Economics (경제학부)Theses (Master's Degree_경제학부)
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