Rational valuation model을 이용한 CMO 가치평가The valuation of collateralized mortgage obligations applying rational valuation model
- Advisors
- 변석준researcher; Byun, Suk-Joonresearcher
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2003
- Identifier
- 181416/325007 / 020013689
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2003.2, [ v, 45 p. ]
- Keywords
가치평가; 모기지; 주택저당채권; 유한차분법; Crank-Nicolson; FDM; mortgage; CMO
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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