저자의 연구 키워드

저자의 연구 키워드

#공무원연금제도

#국내 주식형 펀드

#기계학습

#기대연금

#레비 확률과정

#레비확률과정

#모수 추정

#모의실험

#분류

#블랙-숄즈 모형

#수익률 기반 스타일 분석(Return-based style analysis; RBSA)

#스타일 지속성

#스타일 지수

#시계열인자분석

#예측

#옵션가격결정 모형

#인자분석

#일반화 파레토 분포

#점근적 옵션가격

#정의 가능공간

#주식 가격

#차원축소

#파산확률

#adjusted estimation

#asymptotic expansion

#asymptotic option price

#Black-Scholes model

#bounded loss

#CCC GARCH

#CCCGARCH

#classification

#compound Poisson

#Compound Poisson processes

#copula

#coupon rate

#cyber risk

#DCCGARCH

#default probability

#dimension reduction

#domestic equity mutual fund

#expected net value

#extreme value theory

#Factor analysis

#feasible domain

#Gambler`s ruin

#Gambler's ruin

#GARCH

#Generalized Pareto Distribution

#Government employee pension system

#Gram-Charlier 급수확장

#Gram-Charlier expansion

#Heston 모형

#Heston model

#hierarchical copula

#Hull-White model

#Huygens' fifth problem

#Huygens` fifth problem

#incomplete market

#interest rate-linked derivative-linked securities

#Lévy process

#Lévy processes

#loss distribution approach

#machine learning

#maximum likelihood estimation

#method of moments estimation

#Monte carlo simulation

#nonlinear regression

#normal inverse gaussian

#normal inverse gaussian 분포

#normal inverse Gaussian distribution

#normal inverse gaussian process

#normal inverse Gaussian분포

#Option pricing

#option pricing model

#parameter estimation

#Peaks over Threshold

#portfolio returns

#prediction

#pricing

#Return-based style analysis(RBSA)

#stock price

#style consistency

#style index

#Tail-Value-at-Risk

#time series factor analysis

#Value at Risk

#Value-at-Risk

#VaR(Value at Risk)

#variance gamma

#Variance Gamma 확률과정

#Variance Gamma process

#variance-gamma processes

#vine copula

#weak convergence