학위논문(석사) - 한국과학기술원 : 금융공학전공, 2000.2, [ 52 p. ]
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
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