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Dynamic risk measure : 동적 위험 측정
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 최형인 | - |
| dc.contributor.author | 강병국 | - |
| dc.date.accessioned | 2010-01-17T02:03:44Z | - |
| dc.date.available | 2010-01-17T02:03:44Z | - |
| dc.date.copyright | 2003. | - |
| dc.date.issued | 2003 | - |
| dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000059874 | eng |
| dc.identifier.uri | https://hdl.handle.net/10371/35375 | - |
| dc.description | Thesis (doctoral)--서울대학교 대학원 :수학과,2003. | en |
| dc.format.extent | iv, 61 leaves | en |
| dc.language.iso | en | en |
| dc.publisher | 서울대학교 대학원 | en |
| dc.subject | risk | en |
| dc.subject | 위험 | en |
| dc.subject | risk measures | en |
| dc.subject | 위험측정 | en |
| dc.subject | single period risk measures | en |
| dc.subject | 일기간 위험 측정 | en |
| dc.subject | value at risk | en |
| dc.subject | Wang 변환 | en |
| dc.subject | tail conditional value at risk | en |
| dc.subject | 왜곡 | en |
| dc.title | Dynamic risk measure | en |
| dc.title.alternative | 동적 위험 측정 | en |
| dc.type | Thesis | - |
| dc.contributor.department | 수학과 | - |
| dc.description.degree | Doctor | en |
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