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(A) Review on CreditRisk+
CreditRisk+ 에 대한 고찰

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Authors
윤남희
Advisor
이상열
Issue Date
2010
Publisher
서울대학교 대학원
Keywords
CreditRisk+CreditRisk+신용위험도추정credit risk models포트폴리오 손실함수추정portfolio loss distributionFourier변환.fast fourier inversion techniqueFFT.
Description
Thesis(masters) --서울대학교 대학원 :통계학과,2010.2.
Language
English
URI
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000033059

https://hdl.handle.net/10371/65321
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College of Natural Sciences (자연과학대학)Dept. of Statistics (통계학과)Theses (Master's Degree_통계학과)
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