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Dynamic risk measure
동적 위험 측정

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Authors
강병국
Advisor
최형인
Issue Date
2003
Publisher
서울대학교 대학원
Keywords
risk위험risk measures위험측정single period risk measures일기간 위험 측정value at riskWang 변환tail conditional value at risk왜곡
Description
Thesis (doctoral)--서울대학교 대학원 :수학과,2003.
Language
English
URI
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000059874

https://hdl.handle.net/10371/35375
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College of Natural Sciences (자연과학대학)Dept. of Mathematical Sciences (수리과학부)Theses (Ph.D. / Sc.D._수리과학부)
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