국채선물 가격결정에 관한 실증연구 : 변동성을 고려한 hull and white 모형을 중심으로An empirical study on the pricing of KTB futures using hull and white model based on volatility
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 김동석 | - |
| dc.contributor.advisor | Kim, Tong-Suk | - |
| dc.contributor.author | 윤명식 | - |
| dc.contributor.author | Yun, Myung-Shik | - |
| dc.date.accessioned | 2011-12-26T08:38:32Z | - |
| dc.date.available | 2011-12-26T08:38:32Z | - |
| dc.date.issued | 2004 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=238613&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/52198 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 금융공학전공, 2004.2, [ v, 55 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | 국채선물 | - |
| dc.subject | 국채선물 가격결정 | - |
| dc.subject | KTB FUTURES | - |
| dc.title | 국채선물 가격결정에 관한 실증연구 | - |
| dc.title.alternative | An empirical study on the pricing of KTB futures using hull and white model based on volatility | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 238613/325007 | - |
| dc.description.department | 한국과학기술원 : 금융공학전공, | - |
| dc.identifier.uid | 020023793 | - |
| dc.contributor.localauthor | 김동석 | - |
| dc.contributor.localauthor | Kim, Tong-Suk | - |
| dc.title.subtitle | 변동성을 고려한 hull and white 모형을 중심으로 | - |
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- KGSF-Theses_Master(석사논문)
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