DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | 김동석 | - |
dc.contributor.advisor | Kim, Tong-Suk | - |
dc.contributor.author | 하정 | - |
dc.contributor.author | Ha, Jeong | - |
dc.date.accessioned | 2011-12-26T08:37:37Z | - |
dc.date.available | 2011-12-26T08:37:37Z | - |
dc.date.issued | 2002 | - |
dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=173862&flag=dissertation | - |
dc.identifier.uri | http://hdl.handle.net/10203/52144 | - |
dc.description | 학위논문(석사) - 한국과학기술원 : 금융공학전공, 2002.2, [ iv, 54 p. ] | - |
dc.language | kor | - |
dc.publisher | 한국과학기술원 | - |
dc.subject | 일반화된 극치분포 | - |
dc.subject | 초과치의 분포 | - |
dc.subject | 위기상황분석 | - |
dc.subject | 극치이론 | - |
dc.subject | 일반화된 파레토분포 | - |
dc.subject | peak over threshold | - |
dc.subject | block maxima method | - |
dc.subject | stress testing | - |
dc.subject | extreme value theory | - |
dc.title | 극치이론(Extreme value theory)을 이용한 stress testing 기법의 보완 방법에 대한 실증연구 | - |
dc.title.alternative | An empirical study on complementing stress testing methods using extreme value theory | - |
dc.type | Thesis(Master) | - |
dc.identifier.CNRN | 173862/325007 | - |
dc.description.department | 한국과학기술원 : 금융공학전공, | - |
dc.identifier.uid | 020003784 | - |
dc.contributor.localauthor | 김동석 | - |
dc.contributor.localauthor | Kim, Tong-Suk | - |
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