Dependence structure and dynamics of the derivatives : focusing on interest rates and credit default swap = 이자율과 신용파산스왑을 중심으로 한 파생상품의 상관관계와 동역학적 특성에 대한 연구

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Advisors
Kim, Soo-Yongresearcher김수용
Description
한국과학기술원 : 물리학과,
Publisher
한국과학기술원
Issue Date
2012
Identifier
487069/325007  / 020095109
Language
eng
Description

학위논문(박사) - 한국과학기술원 : 물리학과, 2012.2, [ vi, 40 p. ]

Keywords

CDS; Interest rates; network analysis; spectral analysis; 이자율; 신용파산스왑; 네트워크 분석; 스펙트럴 분석; 벡터 자기회귀모형; vector autoregressive model

URI
http://hdl.handle.net/10203/182359
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=487069&flag=dissertation
Appears in Collection
PH-Theses_Ph.D.(박사논문)
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