추계적 이자율하에서 지수연동부채권의 가치평가에 대한 연구 : Kim(1992) 모형을 중심으로An analysis of the valuation of equity index linked notes under stochastic interest rates : utilizing Kim(1992) model

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Advisors
김인준researcherKim, In-Joonresearcher
Description
한국과학기술원 : 금융공학전공,
Publisher
한국과학기술원
Issue Date
2003
Identifier
181418/325007 / 020013696
Language
kor
Description

학위논문(석사) - 한국과학기술원 : 금융공학전공, 2003.2, [ iv, 42 p. ]

Keywords

추계적이자율; 지수연동부채권; equity index linked note; Kim model; stochastic interest rates

URI
http://hdl.handle.net/10203/52150
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=181418&flag=dissertation
Appears in Collection
KGSF-Theses_Master(석사논문)
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