DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | Kim, Woo-Chang | - |
dc.contributor.advisor | 김우창 | - |
dc.contributor.author | Natasia Engeline | - |
dc.contributor.author | Natasia E | - |
dc.date.accessioned | 2013-09-12T05:57:25Z | - |
dc.date.available | 2013-09-12T05:57:25Z | - |
dc.date.issued | 2012 | - |
dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=509352&flag=dissertation | - |
dc.identifier.uri | http://hdl.handle.net/10203/182481 | - |
dc.description | 학위논문(석사) - 한국과학기술원 : 산업및시스템공학과, 2012.8, [ iv, 36 p. ] | - |
dc.description.abstract | This paper presents a quantitative approach to calculate price and risk measures for collateralized mortgage obligation (CMO) and treasury inflation protected securities (TIPS) using pool of mortgages owned by Indonesian government. The distinctive feature of the mortgage is its two sources of creditor which are the Indonesian government and the mortgagor. With increasing demand of mortgage and the growing concern of inflation in the economy, structured CMO and TIPS from Indonesia’s mortgage pool could be a way to generate funds for future development and a way to structure inflation hedging vehicle for both institutional investors and Indonesian government. | eng |
dc.language | eng | - |
dc.publisher | 한국과학기술원 | - |
dc.subject | Collateralized Mortgage Obligation | - |
dc.subject | Treasury Inflation Protected Securities | - |
dc.subject | 다계층 주택저당증권 | - |
dc.subject | 물가연동증권 | - |
dc.subject | 인플레이션 순환주기 | - |
dc.subject | Inflation Cycle | - |
dc.title | CMO & TIPS modeling under inflation adjusted scenarios (Case of Indonesia) | - |
dc.title.alternative | 인도네시아 인플레이션 조정 시나리오에서의 CMO & TIPS 모델링 | - |
dc.type | Thesis(Master) | - |
dc.identifier.CNRN | 509352/325007 | - |
dc.description.department | 한국과학기술원 : 산업및시스템공학과, | - |
dc.identifier.uid | 020104491 | - |
dc.contributor.localauthor | Kim, Woo-Chang | - |
dc.contributor.localauthor | 김우창 | - |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.