CIR 이자율 모형하에서의 주가연계채권의 가격평가An empirical study of pricing equity linked note using the cox-ingersoll-ross model
- Advisors
- 강장구researcher; Kang, Jang-Kooresearcher
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2004
- Identifier
- 238607/325007 / 020023745
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2004.2, [ iii, 33 p. ]
- Keywords
CIR모형; 주가연계증권; 주가연계채권; COX-INGERSOLL-ROSS; ELS; EQUITY LINKED NOTE
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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