이자율 파생상품 가격결정 모형 연구 : Heath-Jarrow-Morton Paradigm 하의 Markovian Model을 중심으로A study on interest rate derivatives pricing model : focus on Markovian Model under Heath-Jarrow-Morton paradigm
- Advisors
- 안창모; Ahn, Chang-Mo
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2000
- Identifier
- 158457/325007 / 000983656
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2000.2, [ 52 p. ]
- Keywords
lattice 방법; Equivalent Martingale Measure; Ritchken-Sankarasubramanian 모형; Heath-Jarrow-Morton 모형; 무차익거래 모형; 균형 모형; 이자율 파생상품; Interest rate derivatives; Lattice method; Path-dependency; Equivalent Martingale Measure; Ritchken-Sankarasubramanian model; Heath-Jarrow-Morton model; Arbitrage-free model; Equilibrium model
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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