채권 Portfolio 면역전략에 관한 연구 : duration과 convexity 활용을 중심으로A study on bond immunization strategy using duration and convexity

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Advisors
김인준researcherKim, In-Joonresearcher
Description
한국과학기술원 : 테크노경영대학원,
Publisher
한국과학기술원
Issue Date
1999
Identifier
151297/325007 / 000973150
Language
kor
Description

학위논문(석사) - 한국과학기술원 : 테크노경영대학원, 1999.2, [ [iii], 55 p. ]

Keywords

듀레이션; 채권면역; 컨벡서티; Convexity; Duration; Bond immunization

URI
http://hdl.handle.net/10203/54191
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=151297&flag=dissertation
Appears in Collection
KGSM-Theses_Master(석사논문)
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