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

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dc.contributor.advisorKim, Soo-Yong-
dc.contributor.advisor김수용-
dc.contributor.authorLee, Sang-Wook-
dc.contributor.author이상욱-
dc.date.accessioned2013-09-12T04:59:57Z-
dc.date.available2013-09-12T04:59:57Z-
dc.date.issued2012-
dc.identifier.urihttp://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=487069&flag=dissertation-
dc.identifier.urihttp://hdl.handle.net/10203/182359-
dc.description학위논문(박사) - 한국과학기술원 : 물리학과, 2012.2, [ vi, 40 p. ]-
dc.languageeng -
dc.publisher한국과학기술원-
dc.subjectCDS-
dc.subjectInterest rates-
dc.subjectnetwork analysis-
dc.subjectspectral analysis-
dc.subject이자율-
dc.subject신용파산스왑-
dc.subject네트워크 분석-
dc.subject스펙트럴 분석-
dc.subject벡터 자기회귀모형-
dc.subjectvector autoregressive model-
dc.titleDependence structure and dynamics of the derivatives : focusing on interest rates and credit default swap-
dc.title.alternative이자율과 신용파산스왑을 중심으로 한 파생상품의 상관관계와 동역학적 특성에 대한 연구-
dc.typeThesis(Ph.D)-
dc.identifier.CNRN487069/325007 -
dc.description.department한국과학기술원 : 물리학과, -
dc.identifier.uid020095109-
dc.contributor.localauthorKim, Soo-Yong-
dc.contributor.localauthor김수용-
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PH-Theses_Ph.D.(박사논문)
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