극치이론(Extreme value theory)을 이용한 stress testing 기법의 보완 방법에 대한 실증연구An empirical study on complementing stress testing methods using extreme value theory
- Advisors
- 김동석researcher; Kim, Tong-Sukresearcher
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2002
- Identifier
- 173862/325007 / 020003784
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2002.2, [ iv, 54 p. ]
- Keywords
일반화된 극치분포; 초과치의 분포; 위기상황분석; 극치이론; 일반화된 파레토분포; peak over threshold; block maxima method; stress testing; extreme value theory
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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