이자율기간구조를 이용한 신종금리연계채권 개발에 대한 연구 : steepener 상품을 중심으로Design for new type of interest rate linked note using interest rate term structure focusing on steepener products
- Advisors
- 김동석researcher; Kim, Tong-Sukresearcher
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2007
- Identifier
- 262168/325007 / 020053854
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2007.2, [ v, 65 p. ]
- Keywords
블랙더만토이 모형; 이자율파생상품; 구조화채권; 금리기간구조; 신종금리연계채권; BDT model; interest rate derivatives; structured note; interest rate term structure
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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