DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | 노재선 | - |
dc.contributor.advisor | Noh, Jae-Sun | - |
dc.contributor.author | 함승철 | - |
dc.contributor.author | Ham, Seung-Chul | - |
dc.date.accessioned | 2013-09-12T02:29:47Z | - |
dc.date.available | 2013-09-12T02:29:47Z | - |
dc.date.issued | 2011 | - |
dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=467530&flag=dissertation | - |
dc.identifier.uri | http://hdl.handle.net/10203/181478 | - |
dc.description | 학위논문(석사) - 한국과학기술원 : 경영공학과, 2011.2, [ vi, 38 p. ] | - |
dc.language | kor | - |
dc.publisher | 한국과학기술원 | - |
dc.subject | Default Clustering | - |
dc.subject | Hawkes process | - |
dc.subject | CDX | - |
dc.subject | Credit derivatives | - |
dc.subject | 신용 파생 상품 | - |
dc.subject | 부도 군집화 | - |
dc.subject | 혹스 확률 과정 | - |
dc.title | 부도 군집화 현상을 반영한 신용 포트폴리오 파생상품 가치 평가 | - |
dc.title.alternative | The pricing of credit portfolio derivatives with default clustering | - |
dc.type | Thesis(Master) | - |
dc.identifier.CNRN | 467530/325007 | - |
dc.description.department | 한국과학기술원 : 경영공학과, | - |
dc.identifier.uid | 020093590 | - |
dc.contributor.localauthor | 노재선 | - |
dc.contributor.localauthor | Noh, Jae-Sun | - |
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