| dc.identifier.uri | http://hdl.handle.net/11401/78442 | |
| dc.description.sponsorship | This work is sponsored by the Stony Brook University Graduate School in compliance with the requirements for completion of degree. | en_US |
| dc.format | Monograph | |
| dc.format.medium | Electronic Resource | en_US |
| dc.type | Dissertation | |
| dcterms.available | 2018-11-12T17:50:22Z | |
| dcterms.contributor | Kim, Aaron Young Shin | en_US |
| dcterms.creator | Kim, Sung Ik | |
| dcterms.dateAccepted | 2018-11-12T17:50:22Z | |
| dcterms.dateSubmitted | 2018-11-12T17:50:22Z | |
| dcterms.description | Department of Applied Mathematics and Statistics. | en_US |
| dcterms.extent | 124 pg. | en_US |
| dcterms.format | Monograph | |
| dcterms.identifier | http://hdl.handle.net/11401/78442 | |
| dcterms.issued | 2018-01-05 | |
| dcterms.issued | 2018 | |
| dcterms.provenance | Made available in DSpace on 2018-11-12T17:50:22Z (GMT). No. of bitstreams: 1
Kim_grad.sunysb_0771E_13710.pdf: 944370 bytes, checksum: f5ae03cd95b721961b90ba4f3beb37ed (MD5)
Previous issue date: 2018-01-05 | en |
| dcterms.subject | Credit Derivatives | |
| dcterms.subject | Finance | |
| dcterms.subject | Credit Risk | |
| dcterms.subject | Factor Copula Model | |
| dcterms.subject | Quantitative Finance | |
| dcterms.subject | Structural Model | |
| dcterms.subject | Tempered Stable Process | |
| dcterms.title | Tempered Stable Credit Risk Models | |
| dcterms.type | Dissertation | |
