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
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 안창모 | - |
| dc.contributor.advisor | Ahn, Chang-Mo | - |
| dc.contributor.author | 권득우 | - |
| dc.contributor.author | Kwon, Deuk-Woo | - |
| dc.date.accessioned | 2011-12-26T08:36:12Z | - |
| dc.date.available | 2011-12-26T08:36:12Z | - |
| dc.date.issued | 2000 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=158457&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/52062 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 금융공학전공, 2000.2, [ 52 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | lattice 방법 | - |
| dc.subject | Equivalent Martingale Measure | - |
| dc.subject | Ritchken-Sankarasubramanian 모형 | - |
| dc.subject | Heath-Jarrow-Morton 모형 | - |
| dc.subject | 무차익거래 모형 | - |
| dc.subject | 균형 모형 | - |
| dc.subject | 이자율 파생상품 | - |
| dc.subject | Interest rate derivatives | - |
| dc.subject | Lattice method | - |
| dc.subject | Path-dependency | - |
| dc.subject | Equivalent Martingale Measure | - |
| dc.subject | Ritchken-Sankarasubramanian model | - |
| dc.subject | Heath-Jarrow-Morton model | - |
| dc.subject | Arbitrage-free model | - |
| dc.subject | Equilibrium model | - |
| dc.title | 이자율 파생상품 가격결정 모형 연구 | - |
| dc.title.alternative | A study on interest rate derivatives pricing model : focus on Markovian Model under Heath-Jarrow-Morton paradigm | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 158457/325007 | - |
| dc.description.department | 한국과학기술원 : 금융공학전공, | - |
| dc.identifier.uid | 000983656 | - |
| dc.contributor.localauthor | 안창모 | - |
| dc.contributor.localauthor | Ahn, Chang-Mo | - |
| dc.title.subtitle | Heath-Jarrow-Morton Paradigm 하의 Markovian Model을 중심으로 | - |
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- KGSF-Theses_Master(석사논문)
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