국채선물 가격결정에 관한 실증연구An empirical study on the pricing of KTB futures
- Advisors
- 김동석researcher; Kim, Tong-Sukresearcher
- Description
- 한국과학기술원 : 경영공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2003
- Identifier
- 181384/325007 / 020013336
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 경영공학전공, 2003.2, [ iv, 57 p. ]
- Keywords
이요인 모형; 국채선물; 이자율의 기간구조; 삼차원 트리; three dimensional tree; Hull and White two factor model; KTB futures; term structure of interest rate
- Appears in Collection
- KGSM-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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