DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | Kim, Soo-Yong | - |
dc.contributor.advisor | 김수용 | - |
dc.contributor.author | Lee, Sang-Wook | - |
dc.contributor.author | 이상욱 | - |
dc.date.accessioned | 2013-09-12T04:59:57Z | - |
dc.date.available | 2013-09-12T04:59:57Z | - |
dc.date.issued | 2012 | - |
dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=487069&flag=dissertation | - |
dc.identifier.uri | http://hdl.handle.net/10203/182359 | - |
dc.description | 학위논문(박사) - 한국과학기술원 : 물리학과, 2012.2, [ vi, 40 p. ] | - |
dc.language | eng | - |
dc.publisher | 한국과학기술원 | - |
dc.subject | CDS | - |
dc.subject | Interest rates | - |
dc.subject | network analysis | - |
dc.subject | spectral analysis | - |
dc.subject | 이자율 | - |
dc.subject | 신용파산스왑 | - |
dc.subject | 네트워크 분석 | - |
dc.subject | 스펙트럴 분석 | - |
dc.subject | 벡터 자기회귀모형 | - |
dc.subject | vector autoregressive model | - |
dc.title | Dependence structure and dynamics of the derivatives : focusing on interest rates and credit default swap | - |
dc.title.alternative | 이자율과 신용파산스왑을 중심으로 한 파생상품의 상관관계와 동역학적 특성에 대한 연구 | - |
dc.type | Thesis(Ph.D) | - |
dc.identifier.CNRN | 487069/325007 | - |
dc.description.department | 한국과학기술원 : 물리학과, | - |
dc.identifier.uid | 020095109 | - |
dc.contributor.localauthor | Kim, Soo-Yong | - |
dc.contributor.localauthor | 김수용 | - |
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