ScholarWorks@Korea University: Song, Seongjoo

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Song, Seongjoo (송성주)

College of Political Science & Economics (Department of Statistics)

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Tel 02-3290-2244
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Value at Risk:7||normal inverse Gaussian distribution:5||Option pricing:5||공무원연금제도:4||Esscher transform:4||모의실험:4||normal inverse Gaussian 분포:3||Government employee pension system:3||파산확률:3||copula:3||default probability:3||코퓰라:3||BlackScholes model:3||블랙숄즈 모형:2||Brownian motion:2||DCCGARCH:2||Monte carlo simulation:2||feasible domain:2||Levy process:2||Icicled barrier option:2||asymptotic option price:2||GramCharlier expansion:2||ValueatRisk.:2||Reflection principle:2||Levy processes:2||Peaks over Threshold:2||adjusted estimation:1||normal inverse gaussian process:1||Huygens&apos:1||Generalized Pareto Distribution.:1||레비확률과정:1||CCC GARCH:1||Clustering:1||RBSA):1||스타일 지수:1||variancegamma processes:1||nonlinear regression:1||TailValueatRisk:1||reflection principle:1||Exchange options:1||Step barrier option:1||futures portfolio:1||리스크 측도:1||parameter estimation:1||government employees pension system:1||지수연동예금(EquityLinked Deposit):1||Factor analysis:1||Returnbased style analysis(RBSA):1||국내 주식형 펀드:1||bounded loss:1||Bounded loss:1||coupon rate:1||find dust:1||multistep barrier:1||multistep reflection principle:1||portfolio returns:1||hierarchical copula:1||normal inverse gaussian:1||파산확률.:1||Parameter estimation:1||수익률:1||Variance Gamma model.:1||Variance Gamma 확률과정:1||옵션가격결정 모형.:1||variance gamma분포:1||Semiparametric mixture model:1||pricing:1||icicles:1||barrier option:1||Insurance guaranty premiums:1||vine copula:1||maximum likelihood estimation:1||Likelihood estimation:1||Gambler&apos:1||fifth problem.:1||Nonlinear least squares:1||Variance Gamma 모형.:1||인자분석:1||CCCGARCH:1||차원축소.:1||Density estimation:1||Information projection:1||생존분포:1||style consistency:1||수익률 기반 스타일 분석(Returnbased style analysis:1||weak convergence:1||일반화 파레토 분포:1||재보험료:1||HullWhite model:1||ValueatRisk:1||대기오염물질:1||Alternating barrier option:1||Equitylinked products:1||joint distribution:1||risk measure:1||Heston model:1||Generalized Pareto distribution:1||Massive data:1||Return:1||option pricing model.:1||Nonlinear regression:1||normal inverse Gaussian분포:1||time series factor analysis:1||style index:1||스타일 지속성:1||Compound Poisson processes:1||Weak convergence:1||Normal Inverse Gaussian Distribution:1||air pollutants:1||prediction model:1||Multistep barrier:1||결합분포:1||variance gamma:1||임금피크제:1||Transition density:1||일반화 파레토 분포.:1||Quantile estimation:1||Asymptotic expansion:1||dimension reduction.:1||시계열인자분석:1||domestic equity mutual fund:1||Reinsurance Premium:1||interest ratelinked derivativelinked securities:1||Factorization formula:1||Default probability:1||MonteCarlo simulation:1||wagepeak system:1||Edgeworth expansion:1||Hermite expansion:1||s ruin:1||Peak over threshold:1||Variance Gamma process:1||Variance gamma distribution:1||VaR(Value at Risk):1||expected net value:1||asymptotic expansion:1||Copula:1||미세먼지:1||예측모형:1||method of moments estimation:1||선물 포트폴리오:1||monte carlo simulation.:1||Diffusion model:1||EquityLinked Deposit (ELD):1||Normal inverse Gaussian distribution:1||survival distribution:1||incomplete market:1||기대연금:1||compound Poisson:1||Generalized Pareto Distribution:1||

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