No-arbitrage모형을 이용한 이자율 옵션 가격결정에 관한 연구A study on the interest rate options pricing using no-arbitrage models
- Advisors
- 김인준researcher; Kim, In-Joonresearcher
- Description
- 한국과학기술원 : 테크노경영대학원,
- Publisher
- 한국과학기술원
- Issue Date
- 1998
- Identifier
- 135241/325007 / 000963738
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 테크노경영대학원, 1998.2, [ 49 p. ]
- Keywords
변동성; 옵션; 채권; 회귀속도; 이자율
- Appears in Collection
- KGSM-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.