Pivot matrices를 활용한 Libor Market Model의 상관관계 적합방법에 대한 실증 연구Empirical study for correlation calibration of swaption Using LMM and Pivot matrices
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 변석준 | - |
| dc.contributor.advisor | Byun, Suk-Joon | - |
| dc.contributor.author | 이종원 | - |
| dc.contributor.author | Lee, Jong-Weon | - |
| dc.date.accessioned | 2013-09-12T02:27:21Z | - |
| dc.date.available | 2013-09-12T02:27:21Z | - |
| dc.date.issued | 2010 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=454833&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/181377 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 금융전문대학원, 2010.2, [ iv, 37 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | Pivot | - |
| dc.subject | correlation | - |
| dc.subject | swaption | - |
| dc.subject | cap | - |
| dc.subject | LMM | - |
| dc.subject | 시장모형 | - |
| dc.subject | 상관관계 | - |
| dc.subject | 스왑션 | - |
| dc.subject | 캡 | - |
| dc.subject | 변동성 | - |
| dc.title | Pivot matrices를 활용한 Libor Market Model의 상관관계 적합방법에 대한 실증 연구 | - |
| dc.title.alternative | Empirical study for correlation calibration of swaption Using LMM and Pivot matrices | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 454833/325007 | - |
| dc.description.department | 한국과학기술원 : 금융전문대학원, | - |
| dc.identifier.uid | 020083818 | - |
| dc.contributor.localauthor | 변석준 | - |
| dc.contributor.localauthor | Byun, Suk-Joon | - |
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