학위논문(석사) - 한국과학기술원 : 금융공학전공, 2005.2, [ v, 57 p. ]
몬테카를로 시뮬레이션; 일반파레토분포; 극단치이론; Copula 함수; Value-at-Risk; Value-at-Riskion effects; Monte Carlo Simulation; Generalized Pareto Distribution; Extreme Value Theory; Copula Function
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