채권옵션모형: Heath-Jarrow-Morton의 관점Bond Option Pricing Models: A Survey
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | 강장구 | ko |
| dc.date.accessioned | 2013-02-27T09:38:39Z | - |
| dc.date.available | 2013-02-27T09:38:39Z | - |
| dc.date.created | 2012-02-06 | - |
| dc.date.created | 2012-02-06 | - |
| dc.date.issued | 1998-01 | - |
| dc.identifier.citation | 산경논집, v.13, no.1, pp.37 - 58 | - |
| dc.identifier.issn | 1226-0363 | - |
| dc.identifier.uri | http://hdl.handle.net/10203/67790 | - |
| dc.language | Korean | - |
| dc.publisher | 서울시립대학교 산업경영연구소 | - |
| dc.title | 채권옵션모형: Heath-Jarrow-Morton의 관점 | - |
| dc.title.alternative | Bond Option Pricing Models: A Survey | - |
| dc.type | Article | - |
| dc.type.rims | ART | - |
| dc.citation.volume | 13 | - |
| dc.citation.issue | 1 | - |
| dc.citation.beginningpage | 37 | - |
| dc.citation.endingpage | 58 | - |
| dc.citation.publicationname | 산경논집 | - |
| dc.contributor.localauthor | 강장구 | - |
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