Value at Risk and Other Risk measure

Value at Risk;Risk measure;Condtional Value at Risk

자연과학대학 수리과학부 ;

University:서울대학교 대학원

关键词: Value at Risk;    Risk measure;    Condtional Value at Risk;   

Others  :  http://s-space.snu.ac.kr/bitstream/10371/131456/1/000000004578.pdf

美国|英语

来源: Seoul National University Open Repository

【 摘 要 】

This paper is survey on Risk measure. In this paper we study Value at Risk and Conditional Value at Risk.