국채선물 가격결정에 관한 실증연구An empirical study on the pricing of KTB futures
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 김동석 | - |
| dc.contributor.advisor | Kim, Tong-Suk | - |
| dc.contributor.author | 안정규 | - |
| dc.contributor.author | Ahn, Jung-Kyu | - |
| dc.date.accessioned | 2011-12-27T02:06:30Z | - |
| dc.date.available | 2011-12-27T02:06:30Z | - |
| dc.date.issued | 2003 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=181384&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/53217 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 경영공학전공, 2003.2, [ iv, 57 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | 이요인 모형 | - |
| dc.subject | 국채선물 | - |
| dc.subject | 이자율의 기간구조 | - |
| dc.subject | 삼차원 트리 | - |
| dc.subject | three dimensional tree | - |
| dc.subject | Hull and White two factor model | - |
| dc.subject | KTB futures | - |
| dc.subject | term structure of interest rate | - |
| dc.title | 국채선물 가격결정에 관한 실증연구 | - |
| dc.title.alternative | An empirical study on the pricing of KTB futures | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 181384/325007 | - |
| dc.description.department | 한국과학기술원 : 경영공학전공, | - |
| dc.identifier.uid | 020013336 | - |
| dc.contributor.localauthor | 김동석 | - |
| dc.contributor.localauthor | Kim, Tong-Suk | - |
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