school
UM E-Theses Collection (澳門大學電子學位論文庫)
- Title
-
The fourier-cosine expansion method for value-at-risk under stable models
- Issue date
-
2014.
- Author
-
Liu, Li Hong
- Faculty
-
Faculty of Science and Technology
- Department
-
Department of Mathematics
- Degree
-
M.Sc.
- Subject
-
Risk management -- Mathematical models
Fourier analysis
- Supervisor
-
Ding, Deng
- Files In This Item
- Location
- 1/F Zone C
- Library URL
- 991007212599706306