역변동 금리채권의 가격결정에 관한 연구 : hull & white 모형을 중심으로A study on the valuation of inverse floaters : using hull & white model

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Advisors
김동석researcherKim, Tong-Sukresearcher
Description
한국과학기술원 : 금융공학전공,
Publisher
한국과학기술원
Issue Date
2003
Identifier
181431/325007 / 020013762
Language
kor
Description

학위논문(석사) - 한국과학기술원 : 금융공학전공, 2003.2, [ iii, 34 p. ]

Keywords

역변동 금리채권; Inverse Floater; Hull and White

URI
http://hdl.handle.net/10203/52163
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=181431&flag=dissertation
Appears in Collection
KGSF-Theses_Master(석사논문)
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